Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
Our aim in this paper is to establish some strong stability properties of a solution of a stochastic differential equation driven by a fractional Brownian motion for which the pathwise uniqueness holds. The results are obtained using Skorokhod’s selection theorem.
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| Format: | Article |
| Language: | English |
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VTeX
2016-12-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA69 |
| _version_ | 1828241228691406848 |
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| author | Oussama El Barrimi Youssef Ouknine |
| author_facet | Oussama El Barrimi Youssef Ouknine |
| author_sort | Oussama El Barrimi |
| collection | DOAJ |
| description | Our aim in this paper is to establish some strong stability properties of a solution of a stochastic differential equation driven by a fractional Brownian motion for which the pathwise uniqueness holds. The results are obtained using Skorokhod’s selection theorem. |
| first_indexed | 2024-04-12T21:55:15Z |
| format | Article |
| id | doaj.art-b0936c4595af4c6c88ba8b87249270ae |
| institution | Directory Open Access Journal |
| issn | 2351-6046 2351-6054 |
| language | English |
| last_indexed | 2024-04-12T21:55:15Z |
| publishDate | 2016-12-01 |
| publisher | VTeX |
| record_format | Article |
| series | Modern Stochastics: Theory and Applications |
| spelling | doaj.art-b0936c4595af4c6c88ba8b87249270ae2022-12-22T03:15:21ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542016-12-013430331310.15559/16-VMSTA69Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniquenessOussama El Barrimi0Youssef Ouknine1Cadi Ayyad University, Faculty of Sciences Semlalia, Av. My Abdellah, 2390, Marrakesh, MoroccoCadi Ayyad University, Faculty of Sciences Semlalia, Av. My Abdellah, 2390, Marrakesh, Morocco; Hassan II Academy of Sciences and Technology Rabat, MoroccoOur aim in this paper is to establish some strong stability properties of a solution of a stochastic differential equation driven by a fractional Brownian motion for which the pathwise uniqueness holds. The results are obtained using Skorokhod’s selection theorem.https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA69fractional Brownian motionStochastic differential equations |
| spellingShingle | Oussama El Barrimi Youssef Ouknine Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness Modern Stochastics: Theory and Applications fractional Brownian motion Stochastic differential equations |
| title | Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness |
| title_full | Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness |
| title_fullStr | Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness |
| title_full_unstemmed | Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness |
| title_short | Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness |
| title_sort | approximation of solutions of sdes driven by a fractional brownian motion under pathwise uniqueness |
| topic | fractional Brownian motion Stochastic differential equations |
| url | https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA69 |
| work_keys_str_mv | AT oussamaelbarrimi approximationofsolutionsofsdesdrivenbyafractionalbrownianmotionunderpathwiseuniqueness AT youssefouknine approximationofsolutionsofsdesdrivenbyafractionalbrownianmotionunderpathwiseuniqueness |