Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators

2016 ◽  
Vol 90 (8) ◽  
pp. 1713-1727 ◽  
Author(s):  
P. Tamilalagan ◽  
P. Balasubramaniam
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Approximate Controllability ◽  
Resolvent Operators ◽  
Mixed Fractional Brownian Motion ◽  
Fractional Stochastic Differential Equations

scholarly journals Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Elhoussain Arhrrabi ◽  
M’hamed Elomari ◽  
Said Melliani ◽  
Lalla Saadia Chadli
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Exponential Stability ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Stability Of Solutions ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Existence And Stability ◽  
Fractional Stochastic Differential Equations

The existence, uniqueness, and stability of solutions to fuzzy fractional stochastic differential equations (FFSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition are investigated. Finally, we investigate the exponential stability of solutions.

scholarly journals Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Na Song ◽  
Zaiming Liu
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Asymptotic Properties ◽  
Regularity Conditions ◽  
Minimum Distance Estimator ◽  
Mixed Fractional Brownian Motion ◽  
Distance Estimator ◽  
Drift Parameter

We study the asymptotic properties of minimum distance estimator of drift parameter for a class of nonlinear scalar stochastic differential equations driven by mixed fractional Brownian motion. The consistency and limit distribution of this estimator are established as the diffusion coefficient tends to zero under some regularity conditions.

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