A note on the generation of random dynamical systems from fractional stochastic delay differential equations
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Contributors
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
| Original language | English |
|---|---|
| Article number | 1550018 |
| Journal | Stochastics and Dynamics |
| Volume | 15 |
| Issue number | 3 |
| Publication status | Published - 28 Sept 2015 |
| Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Fractional Brownian motion, stochastic delay differential equations, stochastic differential equations, stochastic functional differential equations