Stability of stochastic differential equations driven by multifractional Brownian motion

Authors / Editors

Research Areas

No matching items found.

Publication Details

Output type: Journal article

UM6P affiliated Publication?: Yes

Author list: Barrimi O.E., Ouknine Y.

Publisher: De Gruyter

Publication year: 2021

Journal: Random Operators and Stochastic Equations (0926-6364)

Volume number: 29

Issue number: 2

ISSN: 0926-6364

eISSN: 1569-397X


Languages: English (EN-GB)

View in Web of Science | View on publisher site | View citing articles in Web of Science


Our aim in this paper is to establish some strong stability results for solutions of stochastic differential equations driven by a Riemann–Liouville multifractional Brownian motion. The latter is defined as a Gaussian non-stationary process with a Hurst parameter as a function of time. The results are obtained assuming that the pathwise uniqueness property holds and using Skorokhod’s selection theorem. © 2021 De Gruyter. All rights reserved.


No matching items found.


No matching items found.

Last updated on 2021-22-11 at 23:20