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Biagini, F. and Hu, Y. (2008) Øksendal B., Zhang T.: Stochastic Calculus for Fractional Brownian Motion and Applications. Springer, New York.
https://doi.org/10.1007/978-1-84628-797-8

has been cited by the following article:

• TITLE: Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm

  AUTHORS: Jingqi Han, Litan Yan

  KEYWORDS: Fractional Stochastic Neutral Functional Differential Equation, Fractional Brownian Motion, Fractional Calculus, Controllability

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.6 No.4, April 27, 2018

  ABSTRACT: In this paper, we consider a class of Sobolev-type fractional neutral stochastic differential equations driven by fractional Brownian motion with infinite delay in a Hilbert space. When α>1-H, by the technique of Sadovskii’s fixed point theorem, stochastic calculus and the methods adopted directly from deterministic control problems, we study the approximate controllability of the stochastic system.