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math.PR2026
Euler scheme for stochastic functional differential equations driven by fractional Brownian motion
Johanna Garzón, Jorge A. León, Jorge Lozada +1
In this paper, we apply rough paths techniques to provide an approximation of the solution of stochastic functional differential equations driven by fractional Brownian motion with…
math.PR2024
On explosion time in stochastic differential equations driven by fractional Brownian motion
Johanna Garzon, Jorge A. Leon, Soledad Torres +2
In this article, we study the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter .…