Viability for stochastic functional differential equations with infinite memory driven by a fractional Brownian motion

Liping Xu

Physica A: Statistical Mechanics and its Applications, 2019, vol. 527, issue C

Abstract: In this paper, we prove a viability result for stochastic functional differential equation with infinite memory driven by a fractional Brownian motion with Hurst parameter 1∕2Keywords: Fractional Brownian motion; Viability; Infinite memory; Tangency property (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:527:y:2019:i:c:s0378437119306612

DOI: 10.1016/j.physa.2019.121076

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