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4 papers · 2 filters
Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion
José Luís da Silva, Mohamed Erraoui
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutio…
On a nonlinear neutral stochastic functional integro-differential equation driven by fractional Brownian motion
B. Boufoussi, S. Hajji, S. Mouchtabih
In this paper, we study the existence and uniqueness of mild solution for a stochastic neutral partial functional integro-differential equation with delay in a Hilbert space driven…
Moderate deviations for a stochastic Burgers equation
Rachid Belfadli, Lahcen Boulanba, Mohamed Mellouk
A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit…
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem
Soukaina Douissi, Jiaqiang Wen, Yufeng Shi
In this paper, we focus on mean-field anticipated backward stochastic differential equations (MF-BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H>1/2.…