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Viability for differential equations driven by fractional Brownian motion |
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| Institution: | a Department of Mathematics, Faculty of Economics and Business Administration, “Al. I. Cuza” University, Bd. Carol no. 9-11, Ia?i, Romania b Faculty of Mathematics, “Al. I. Cuza” University, Bd. Carol no. 9-11, Ia?i, Romania c “Octav Mayer” Mathematics Institute of the Romanian Academy, Bd. Carol I, no. 8, Romania |
| Abstract: | In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter  , using pathwise approach. The sufficient condition is also an alternative global existence result for the fractional differential equations with restrictions on the state. |
| Keywords: | 60H10 60H20 |
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