ABSTRACT STOCHASTIC INTEGRODIFFERENTIAL DELAY EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION
| dc.contributor.author | McKibben, Mark A. | |
| dc.contributor.author | Webster, Micah | |
| dc.contributor.department | Mathematics | en |
| dc.contributor.program | Center for Data, Mathematical, and Computational Sciences | en |
| dc.date.accessioned | 2017-07-27T00:00:29Z | |
| dc.date.available | 2017-07-27T00:00:29Z | |
| dc.date.issued | 2015 | |
| dc.description.abstract | We investigate a class of abstract delay stochastic integrodifferential delay equations driven by a fractional Brownian motion (fBm) dependent upon a family of probability measures in a separable Hilbert space. We establish the existence and uniqueness of a mild solution and various convergence and approximation results. Finally, the analysis of two examples with numerical experiments is presented to provide numerical evidence of weak convergence. | en |
| dc.format.extent | 44 pages | en |
| dc.genre | journal articles | en |
| dc.identifier | doi:10.13016/M2MS3K18N | |
| dc.identifier.citation | M. McKibben, M.Webster, “Abstract Stochastic Integrodifferential Delay Equations Driven by Fractional Brownian Motion,” Far East Journal of Mathematical Sciences 96 (6) 2015, 757-800. | en |
| dc.identifier.uri | http://hdl.handle.net/11603/4376 | |
| dc.language.iso | en | en |
| dc.title | ABSTRACT STOCHASTIC INTEGRODIFFERENTIAL DELAY EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION | en |
| dc.type | Text | en |