加性分数布朗页驱动的随机微分方程的稳定性结果

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

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引用次数: 0

摘要

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

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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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量