Stability of Linear Stochastic Differential Equations of Mixed Type with Fractional Brownian Motions

被引：2

作者：

Kachan, I., V ^{[1
]}

机构：

[1] Belarusian State Univ, Minsk 220030, BELARUS

来源：

DIFFERENTIAL EQUATIONS | 2021年 / 57卷 / 05期

关键词：

ASYMPTOTIC EXPANSIONS; WEAK SOLUTIONS; STANDARD; EXISTENCE; DRIVEN; INTEGRATION; CALCULUS;

D O I：

10.1134/S0012266121050025

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We obtain sufficient as well as necessary and sufficient conditions for linear one-dimensional homogeneous stochastic differential equations with independent standard and fractional Brownian motions to possess some types of stability.

引用

页码：570 / 586

页数：17

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