Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4612557 | Journal of Differential Equations | 2009 | 24 Pages |
Abstract
In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter , using pathwise approach. The sufficient condition is also an alternative global existence result for the fractional differential equations with restrictions on the state.
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Mathematics
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