scholarly journals On Small Time Asymptotics for Rough Differential Equations Driven by Fractional Brownian Motions

2015 ◽  
pp. 413-438 ◽  
Author(s):  
Fabrice Baudoin ◽  
Cheng Ouyang
Keyword(s):  
Differential Equations ◽  
Small Time ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Time Asymptotics ◽  
Small Time Asymptotics

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.

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