Viability for stochastic differential equations driven by fractional Brownian motion

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dc.creatorCiotir, Ioana
dc.creatorRascanu, Aurel
dc.date2008-08-28
dc.date.accessioned2026-07-07T09:59:23Z
dc.date.available2026-07-07T09:59:23Z
dc.descriptionIn this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H < 1, using pathwise approach. The sufficient condition is also an alternative global existence result for the fractional differential equations with restrictions on the state.
dc.identifierhttps://arxiv.org/abs/0808.3997
dc.identifierhttp://arxiv.org/abs/0808.3997
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/168005
dc.subjectDynamical Systems
dc.subjectClassical Analysis and ODEs
dc.subject60H10, 60H20
dc.titleViability for stochastic differential equations driven by fractional Brownian motion
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