A note on the generation of random dynamical systems from fractional stochastic delay differential equations

被引：4

作者：

Luu Hoang Duc ^{[1
,2
,3
]}

Schmalfuss, Bjoern ^{[4
]}

Siegmund, Stefan ^{[2
,3
]}

机构：

[1] Vietnam Acad Sci & Technol, Inst Math, Hanoi 10307, Vietnam

[2] Tech Univ Dresden, Inst Anal, Dresden, Germany

[3] Tech Univ Dresden, Ctr Dynam, D-01069 Dresden, Germany

[4] Univ Jena, Inst Stochast, D-77043 Jena, Germany

来源：

STOCHASTICS AND DYNAMICS | 2015年 / 15卷 / 03期

关键词：

Fractional Brownian motion; stochastic differential equations; stochastic delay differential equations; stochastic functional differential equations; ROUGH PATH-ANALYSIS; BROWNIAN-MOTION; EVOLUTION-EQUATIONS; DRIVEN; INTEGRATION; CALCULUS;

D O I：

10.1142/S0219493715500185

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：

In this note we prove that a fractional stochastic delay differential equation which satisfies natural regularity conditions generates a continuous random dynamical system on a subspace of a Holder space which is separable.

引用

页数：13

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