Stochastic Homeomorphism Flow of SDEs Involving Fractional Brownian Motion and Standard Brownian Motion

New Zealand Journal of Mathematics (Online)

Toufik Guendouzi

关键词: Stochastic homeomorphism flow;    Stochastic differential equations;    Fractional Brownian motion.;   

学科分类：社会科学、人文和艺术（综合）

来源: University of Auckland * Department of Mathematics

【 摘 要 】

In this paper we prove that the solution of the mixed stochastic differential equations driven by fractional Brownian motion and standard Brownian motion for H > 1 / 2 define flows of homeomorphisms on .

【 授权许可】

Unknown