The exponential behavior of 3D stochastic primitive equations driven by fractional noise
Sign Up to like & getrecommendations! Published in 2021 at "Mathematical Methods in The Applied Sciences"
DOI: 10.1002/mma.7181
Abstract: In this article, we study the exponential behavior of 3D stochastic primitive equations driven by fractional noise. Since fractional Brownian motion is essentially different from Brownian motion, the standard method via classic stochastic analysis tools… read more here.
Keywords: fractional noise; driven fractional; equations driven; primitive equations ... See more keywords
Solvability and Stability for Neutral Stochastic Integro-differential Equations Driven by Fractional Brownian Motion with Impulses
Sign Up to like & getrecommendations! Published in 2018 at "Mediterranean Journal of Mathematics"
DOI: 10.1007/s00009-018-1253-2
Abstract: The paper is devoted to the existence, uniqueness and asymptotic behaviors of mild solution to neutral impulsive stochastic integro-differential equations driven by fractional Brownian motion with $$H\in (\frac{1}{2},1)$$H∈(12,1) by the theory of resolvent operator and… read more here.
Keywords: integro differential; fractional brownian; driven fractional; equations driven ... See more keywords
An M-estimator for stochastic differential equations driven by fractional Brownian motion with small Hurst parameter
Sign Up to like & getrecommendations! Published in 2020 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-020-09214-4
Abstract: Let us consider a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $$1/4< H < 1/2$$ 1 / 4 < H < 1 / 2 . We are interested in estimating… read more here.
Keywords: fractional brownian; stochastic differential; driven fractional; brownian motion ... See more keywords
Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
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DOI: 10.1080/07362994.2018.1486205
Abstract: Abstract This paper concerns a class of mean field stochastic differential equations driven by fractional Brownian motion with Hurst parameter . The existence and uniqueness of almost automorphic solutions in distribution of mean field stochastic… read more here.
Keywords: mean field; stochastic differential; driven fractional; field stochastic ... See more keywords
Parametric estimation for cusp-type signal driven by fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Analysis and Applications"
DOI: 10.1080/07362994.2019.1646140
Abstract: Abstract We investigate the asymptotic properties of the maximum likelihood estimator of the drift parameter in a cusp-type signal driven by a fractional Brownian motion. read more here.
Keywords: type signal; fractional brownian; signal driven; driven fractional ... See more keywords
Thermodynamic description of active brownian particle driven by fractional gaussian noise
Sign Up to like & getrecommendations! Published in 2024 at "Physica Scripta"
DOI: 10.1088/1402-4896/ad20be
Abstract: As a natural extension of the recent results on the thermodynamics of an active Brownian particle (self-propelled), we study the thermodynamics of an active Brownian particle (ABP) driven by fractional Gaussian noise (FGN). To serve… read more here.
Keywords: brownian particle; particle; active brownian; driven fractional ... See more keywords
Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
Sign Up to like & getrecommendations! Published in 2019 at "Advances in Difference Equations"
DOI: 10.1186/s13662-019-2466-9
Abstract: This paper presents the periodic averaging principle for impulsive stochastic dynamical systems driven by fractional Brownian motion (fBm). Under non-Lipschitz condition, we prove that the solutions to impulsive stochastic differential equations (ISDEs) with fBm can… read more here.
Keywords: stochastic dynamical; driven fractional; systems driven; dynamical systems ... See more keywords
An Explicit Positivity-Preserving Method for Nonlinear Aït-Sahalia Model Driven by Fractional Brownian Motion
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DOI: 10.3390/sym17101649
Abstract: This paper develops an explicit positivity-preserving method for the nonlinear Aït-Sahalia interest rate model driven by fractional Brownian motion. To overcome the difficulties in obtaining the convergence rate of this positivity-preserving method, the Lamperti transformation… read more here.
Keywords: explicit positivity; positivity preserving; preserving method; fractional brownian ... See more keywords
Numerical method for solving linear stochasticIto-Volterra integral equations driven by fractional Brownian motion using hat functions
Sign Up to like & getrecommendations! Published in 2017 at "Turkish Journal of Mathematics"
DOI: 10.3906/mat-1508-50
Abstract: In this paper, we present a numerical method to approximate the solution of linear stochastic Ito-Volterra integral equations driven by fractional Brownian motion with Hurst parameter $ H \in (0,1)$ based on a stochastic operational… read more here.
Keywords: numerical method; integral equations; method; driven fractional ... See more keywords