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

New Zealand Journal of Mathematics

Toufik Guendouzi¹ 

[1] Laboratory of Stochastic Models, Statistic and Applications,Tahar Moulay University,PO.Box 138 En-Nasr,20000 Saida, Algeria$$

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

DOI  :  

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