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Stability results for stochastic differential equations driven by an additive fractional Brownian sheet

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Published/Copyright: July 26, 2023

Abstract

The aim of the present paper is to establish some strong stability results for solutions of stochastic differential equations driven by a fractional Brownian sheet with Hurst parameters H , H ( 0 , 1 ) for which pathwise uniqueness holds.

MSC 2020: 60G15; 60G22

Communicated by Vyacheslav L. Girko


References

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Received: 2022-03-06
Accepted: 2022-12-10
Published Online: 2023-07-26
Published in Print: 2023-09-01

© 2023 Walter de Gruyter GmbH, Berlin/Boston

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