Mean square Hyers-Ulam stability of stochastic differential equations driven by Brownian motion

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

existence and measurability of the solution of the stochastic differential equations driven by fractional brownian motion

Ergodicity of Stochastic Differential Equations Driven by Fractional Brownian Motion

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter H ∈ (0, 1). A general framework is constructed to make precise the notions of “invariant measure” and “stationary state” for such a system. We then prove under rather weak dissipativity conditions that such an SDE possesses a unique st...

Stochastic Differential Equations Driven by a Fractional Brownian Motion

We study existence, uniqueness and regularity of some sto-chastic diierential equations driven by a fractional Brownian motion of any Hurst index H 2 (0; 1): 1. Introduction Fractional Brownian motion and other longgrange dependent processes are more and more studied because of their potential applications in several elds like telecommunications networks, nance markets, biology and so on The ma...

Hyers-ulam stability of exact second-order linear differential equations

* Correspondence: baak@hanyang. ac.kr Department of Mathematics, Research Institute for Natural Sciences, Hanyang University, Seoul 133-791, South Korea Full list of author information is available at the end of the article Abstract In this article, we prove the Hyers-Ulam stability of exact second-order linear differential equations. As a consequence, we show the Hyers-Ulam stability of the fo...