Stability results for stochastic differential equations driven by an additive fractional Brownian sheet

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2023-07-26 DOI:10.1515/rose-2023-2013

Oussama El Barrimi

引用次数: 0

Abstract

Abstract The aim of the present paper is to establish some strong stability results for solutions of stochastic differential equations driven by a fractional Brownian sheet with Hurst parameters H , H ′ ∈ ( 0 , 1 ) {H,H^{\prime}\in(0,1)} for which pathwise uniqueness holds.

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加性分数布朗页驱动的随机微分方程的稳定性结果

摘要本文的目的是建立由Hurst参数为H,H′∈(0,1){H,H^{\素数}\in(0,1)}的分数阶布朗页驱动的随机微分方程解的一些强稳定性结果，这些解的路径唯一性成立。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量