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所属单位：数学学院

发表刊物：ESAIM-Control Optimisation and Calculus of Variations

摘要：In this paper, using direct and inverse images for fractional stochastic tangent sets, we establish the deterministic necessary and sufficient conditions which control that the solution of a given stochastic differential equation driven by the fractional Brownian motion evolves in some particular
sets K. As a consequence, a comparison theorem is obtained.

第一作者：聂天洋

论文类型：期刊论文

通讯作者：Aurel Rascanu

论文编号：172322

卷号：18

期号：4

页面范围：915-929

是否译文：否

发表时间：2012-10-01