A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion

被引：0
|
作者：
Jie Xu
Yanhua Sun
Jie Ren
机构：
[1] Henan Normal University,College of Mathematics and Information Science
[2] Henan University of Economics and Laws,College of Mathematics and Information Science
来源：
Journal of Theoretical Probability | 2023年 / 36卷
关键词：
Support theorem; Itô–Volterra equations; Fractional Brownian motion; 60H10; 60F15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper we prove a support theorem for a class of Itô–Volterra equations related to the fractional Brownian motion. The simplified method developed by Millet and Sanz-Solé plays an important role.
引用
收藏
页码：728 / 761
页数：33
相关论文
共 50 条
  • [1] A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion
    Xu, Jie
    Sun, Yanhua
    Ren, Jie
    JOURNAL OF THEORETICAL PROBABILITY, 2023, 36 (02) : 728 - 761
  • [2] Stochastic differential equations driven by fractional Brownian motion
    Xu, Liping
    Luo, Jiaowan
    STATISTICS & PROBABILITY LETTERS, 2018, 142 : 102 - 108
  • [3] Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
    Guerra, Joao
    Nualart, David
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2008, 26 (05) : 1053 - 1075
  • [4] Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
    Pei, Bin
    Xu, Yong
    Wu, Jiang-Lun
    APPLIED MATHEMATICS LETTERS, 2020, 100
  • [5] Impulsive stochastic fractional differential equations driven by fractional Brownian motion
    Abouagwa, Mahmoud
    Cheng, Feifei
    Li, Ji
    ADVANCES IN DIFFERENCE EQUATIONS, 2020, 2020 (01)
  • [6] Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
    Jingyun Lv
    Xiaoyuan Yang
    Advances in Difference Equations, 2017
  • [7] Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
    Lv, Jingyun
    Yang, Xiaoyuan
    ADVANCES IN DIFFERENCE EQUATIONS, 2017,
  • [8] Impulsive stochastic fractional differential equations driven by fractional Brownian motion
    Mahmoud Abouagwa
    Feifei Cheng
    Ji Li
    Advances in Difference Equations, 2020
  • [9] Fuzzy stochastic differential equations driven by fractional Brownian motion
    Hossein Jafari
    Marek T. Malinowski
    M. J. Ebadi
    Advances in Difference Equations, 2021
  • [10] Approximation of stochastic differential equations driven by fractional Brownian motion
    Lisei, Hannelore
    Soos, Anna
    SEMINAR ON STOCHASTIC ANALYSIS, RANDOM FIELDS AND APPLICATIONS V, 2008, 59 : 227 - 241
12345