相关论文: Pathwise Uniqueness for Multiplicative Young and R…

This paper discusses a new type of anticipated backward stochastic differential equation with a time-delayed generator (DABSDEs, for short) driven by fractional Brownian motion, also known as fractional BSDEs, with Hurst parameter…

For continuous \gamma, g:[0,1]\to(0,\infty), consider the degenerate stochastic differential equation dX_t=[1-|X_t|^2]^{1/2}\gamma(|X_t|) dB_t-g(|X_t|)X_t dt in the closed unit ball of R^n. We introduce a new idea to show pathwise…

In this paper, we are concerned with multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motion (with Hurst index $H>\frac12$ and standard Brownian motion, simultaneously. Our aim is to…

In this note we consider stochastic differential equations driven by fractional Brownian motions (fBm) with Hurst parameter $H>1/3$. We prove that the corresponding modified Euler scheme and its Malliavin derivatives are integrable,…

We obtain bounds for probabilities of deviations of the truncated variation functional of fractional Brownian motions (fBm) of any Hurst index $H \in (0,1)$ from their expected values. Obtained bounds are optimal for large values of…

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

We study a class of mean-field stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$ and a related stochastic control problem. We derive a Pontryagin type maximum principle and the…

We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H \in (0,1)$. We first focus on continuous observations and develop a kernel-based estimator achieving faster…

In this paper, we study a class of one-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H>\ff 1 2$. The drift term of the equation is locally Lipschitz and unbounded in the…

We herein report a new class of impulsive fractional stochastic differential systems driven by mixed fractional Brownian motions with infinite delay and Hurst parameter $\hat{\cal H} \in ( 1/2, 1)$. Using fixed point techniques, a…

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to…

We investigate the problem of estimating the drift parameter from $N$ independent copies of the solution of a stochastic differential equation driven by a multiplicative fractional Brownian noise with Hurst parameter $H\in (1/3,1)$.…

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

The aim of this work is to provide the first strong convergence result of numerical approximation of a general time-fractional second order stochastic partial differential equation involving a Caputo derivative in time of order…

We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\geq 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in…

We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm estimates for the solution and its Malliavin derivative. We then show existence and…

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

The paper is devoted to the study of the dynamical behavior of the solutions of stochastic FitzHugh-Nagumo lattice equations, driven by fractional Brownian motions, with Hurst parameter greater than $1/2$. Under some usual dissipativity…

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older continuous function of order $\beta \in (\frac13,\frac12)$. We also…