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

被引：0
作者：
El Barrimi, Oussama [1 ]
机构：
[1] Sidi Mohamed Ben Abdellah Univ, Fac Sci Dhar El Mahraz, LAMA Lab, Fes, Morocco
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2023年 / 31卷 / 03期
关键词：
Fractional Brownian sheet; stochastic differential equations; pathwise uniqueness; CONVERGENCE; CALCULUS; RESPECT;
D O I：
10.1515/rose-2023-2013
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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) for which pathwise uniqueness holds.
引用
收藏
页码：257 / 272
页数：16
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