Viability for stochastic differential equations driven by fractional Brownian motion
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🧮 math.DS
math.CA
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differentialequationsfractionalbrowniandrivenmotionresultstochastic
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In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H < 1, 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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