Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2. Issue 6 (17th August 2016)
- Record Type:
- Journal Article
- Title:
- Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2. Issue 6 (17th August 2016)
- Main Title:
- Stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter H>1/2
- Authors:
- Wilathgamuwa, Don Gayan
- Abstract:
- Abstract : We prove existence and uniqueness for stochastic functional differential equations driven by a one-dimensional fractional Brownian motion with Hurst parameter . The stochastic integral with respect to fractional Brownian motion is defined as a pathwise Riemann–Stieltjes integral.
- Is Part Of:
- Stochastics. Volume 88:Issue 6(2016)
- Journal:
- Stochastics
- Issue:
- Volume 88:Issue 6(2016)
- Issue Display:
- Volume 88, Issue 6 (2016)
- Year:
- 2016
- Volume:
- 88
- Issue:
- 6
- Issue Sort Value:
- 2016-0088-0006-0000
- Page Start:
- 884
- Page End:
- 903
- Publication Date:
- 2016-08-17
- Subjects:
- Stochastic functional differential equation -- infinite memory -- fractional Brownian motion
Primary: 34K50 -- 60H10 -- Secondary: 60G22
Stochastic processes -- Periodicals
Probabilities -- Periodicals
519.2 - Journal URLs:
- http://www.tandfonline.com/toc/gssr20/current ↗
http://www.tandfonline.com/ ↗
http://www.tandf.co.uk/journals/online/1744-2508.asp ↗ - DOI:
- 10.1080/17442508.2016.1155589 ↗
- Languages:
- English
- ISSNs:
- 1744-2508
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 8465.330300
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store - Ingest File:
- 2054.xml