Synchronization of differential equations driven by linear multiplicative fractional Brownian motion
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter H∈(12,1). We use equivalent transformations to prove that the differential equation has a unique stationary solution, which generates...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIP Publishing LLC
2024-03-01
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| Series: | AIP Advances |
| Online Access: | http://dx.doi.org/10.1063/5.0186441 |