STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION AND THEIR GENERALIZATIONS

STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION AND THEIR GENERALIZATIONS

We consider a stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We prove an existence and uniqueness result of the solution to the stochastic differential equation. We investigate the dependence of the solution on...

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Bibliographic Details
Main Author: Wilathgamuwa, Don Gayan
Format: Others
Published: OpenSIUC 2012
Subjects:
BROWNIAN
DIFFERENTIAL
EQUATIONS
FRACTIONAL
GAYAN
STOCHASTIC
Online Access:https://opensiuc.lib.siu.edu/dissertations/513
https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=1513&context=dissertations

Internet

https://opensiuc.lib.siu.edu/dissertations/513
https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=1513&context=dissertations

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