scholarly journals Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

Bernoulli ◽  
2012 ◽  
Vol 18 (1) ◽  
pp. 24-45 ◽  
Author(s):  
Mireia Besalú ◽  
Carles Rovira
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Delay Equations ◽  
Stochastic Delay ◽  
Stochastic Delay Equations

scholarly journals Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

2020 ◽  
Vol 2020 ◽  
pp. 1-7
Author(s):  
Peiguang Wang ◽  
Yan Xu
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Delay Differential Equations ◽  
Averaging Method ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Delay Differential

In this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1. By using the linear operator theory and the pathwise approach, we show that the solutions of neutral stochastic delay differential equations converge to the solutions of the corresponding averaged stochastic delay differential equations. At last, an example is provided to illustrate the applications of the proposed results.

scholarly journals Stochastic Delay Equations with Hereditary Drift: Estimates of the Density

2000 ◽  
Vol 177 (1) ◽  
pp. 138-177 ◽  
Author(s):  
Marco Ferrante ◽  
Carles Rovira ◽  
Marta Sanz-Solé
Keyword(s):  
Delay Equations ◽  
Stochastic Delay ◽  
Stochastic Delay Equations
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