scholarly journals Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions

2020 ◽  
Vol 5 (3) ◽  
pp. 2163-2195
Author(s):  
Weiguo Liu ◽  
◽  
Yan Jiang ◽  
Zhi Li ◽  
Keyword(s):  
Rate Of Convergence ◽  
Time Dependent ◽  
Brownian Motions ◽  
Euler Approximation ◽  
Fractional Brownian Motions

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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