A note on the generation of random dynamical systems from fractional stochastic delay differential equations
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
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 Hölder space which is separable.
Details
| Originalsprache | Englisch |
|---|---|
| Aufsatznummer | 1550018 |
| Fachzeitschrift | Stochastics and Dynamics |
| Jahrgang | 15 |
| Ausgabenummer | 3 |
| Publikationsstatus | Veröffentlicht - 28 Sept. 2015 |
| Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Fractional Brownian motion, stochastic delay differential equations, stochastic differential equations, stochastic functional differential equations