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Date Published: 28/02/2023
Abstract Views: 269
Views PDF: 95
DOI: 10.54607/hcmue.js.20.2.3600(2023)
Issue
Vol. 20 No. 2 (2023)
Section
Articles
How to Cite
Huỳnh , C. T., Nguyễn , B. T., Nguyễn , T. L., & Nguyễn , Q. C. (2023). A NECESSARY CONDITION OF VIABILITY FOR IMPULSIVE STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION. HCMUE Journal of Science, 20(2), 192. https://doi.org/10.54607/hcmue.js.20.2.3600(2023)

A NECESSARY CONDITION OF VIABILITY FOR IMPULSIVE STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

Cao Trường Huỳnh 1, , Bình Thành Nguyễn 2, Thanh Long Nguyễn 2, Quốc Cường Nguyễn 3
1 University of Science, VNU Ho Chi Minh City, Vietnam
2 Institute of Applied Mathematics, University of Economics Ho Chi Minh City, Vietnam
3 Hong Ha Secondary and High School

Main Article Content

Abstract

 

Viability theory is a mathematical theory that offers mathematical metaphors of the evolution of macrosystems arising in biology, economics, cognitive sciences, games, and similar areas, as well as in nonlinear systems of control theory. The viability problem has been studied by using various frameworks and techniques and is still one of the active directions of differential equations. The viability property in a stochastic framework was explored first by Aubin and Da Prato (1990). In this paper, we give a necessary condition for viability results of an impulsive stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter

 

Keywords

Fractional Brownian motion, Stochastic differential equations, Viability

Article Details

References

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