A note on the generation of random dynamical systems from fractional stochastic delay differential equations

作者：Luu Hoang Duc^*; Schmalfuss Bjoern; Siegmund Stefan

来源：Stochastics and Dynamics, 2015, 15(3): 1550018.

DOI：10.1142/S0219493715500185

• Fractional Brownian motion
• stochastic differential equations
• stochastic delay differential equations
• stochastic functional differential equations

In this note we prove that a fractional stochastic delay differential equation which satisfies natural regularity conditions generates a continuous random dynamical system on a subspace of a Holder space which is separable.

• 出版日期2015-9