Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548189 | Statistics & Probability Letters | 2018 | 10 Pages |
Abstract
We prove a criterion for the almost sure exponential stability of the scalar non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index >1â2. To do that, we need a version of existence and uniqueness of the solution for non-autonomous linear system.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Phan Thanh Hong, Cao Tan Binh,