On the Existence of Solutions for Stochastic Differential Equations Driven by Fractional Brownian Motion

被引：1

作者：

Li, Zhi ^{[1
]}

机构：

[1] Yangtze Univ, Sch Informat & Math, Jingzhou 434023, Hubei, Peoples R China

来源：

FILOMAT | 2019年 / 33卷 / 06期

关键词：

Fractional Brownian motion; Comparison theorem; Discontinuous drift;

D O I：

10.2298/FIL1906695L

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we are concerned with a class of stochastic differential equations driven by fractional Brownian motion with Hurst parameter 1 /2 < H < 1, and a discontinuous drift. By approximation arguments and a comparison theorem, we prove the existence of solutions to this kind of equations under the linear growth condition.

引用

页码：1695 / 1700

页数：6

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