Direct and inverse images for fractional stochastic tangent sets and applications

Details Direct and inverse images for fractional stochastic tangent sets and applications Direct and inverse images for fractional stochastic tangent sets and applications

2010-05-25

arxiv.org/abs/1005.4513v5

Mathematics

Dynamical Systems

20 pages

Scientific paper

In this paper, we study direct and inverse images for fractional stochastic
tangent sets and we establish the deterministic necessary and sufficient
conditions that guarantee that the solution of a given stochastic differential
equation driven by the fractional Brownian motion evolves in some particular
sets $K$. A comparison theorem is derived.

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