arXiv · 1005.4513
Direct and inverse images for fractional stochastic tangent sets and applications
Abstract
In this paper, we study direct and inverse images for fractional stochastic tangent sets and we establish the deterministic necessary and sufficient conditions that guarantee that the solution of a given stochastic differential equation driven by the fractional Brownian motion evolves in some particular sets $K$. A comparison theorem is derived.
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Tianyang Nie, Aurel Rascanu. 2010-06-10. Direct and inverse images for fractional stochastic tangent sets and applications. https://arxiv.org/abs/1005.4513
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