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Stability of Linear Stochastic Differential Equations of Mixed Type with Fractional Brownian Motions
Differential Equations ( IF 0.6 ) Pub Date : 2021-06-07 , DOI: 10.1134/s0012266121050025
I. V. Kachan

Abstract

We obtain sufficient as well as necessary and sufficient conditions for linear one-dimensional homogeneous stochastic differential equations with independent standard and fractional Brownian motions to possess some types of stability.



中文翻译:

带分数布朗运动的混合型线性随机微分方程的稳定性

摘要

我们获得了具有独立标准和分数布朗运动的线性一维齐次随机微分方程具有某些类型稳定性的充分和充分必要条件。

更新日期:2021-06-07
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