Stability results for stochastic differential equations driven by an additive fractional Brownian sheet-Reference-Cited by-同舟云学术

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

Published:2023-07-26 Issue:3 Volume:31 Page:257-272
ISSN:0926-6364
Container-title:Random Operators and Stochastic Equations
language:en
Short-container-title:

Author:

El Barrimi Oussama¹

Affiliation:

1. LAMA Laboratory , Faculty of Sciences Dhar El Mahraz , Sidi Mohamed Ben Abdellah University , Fez , Morocco

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.

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/rose-2023-2013/pdf

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