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arxiv: 1005.4513 · v5 · submitted 2010-05-25 · 🧮 math.DS

Direct and inverse images for fractional stochastic tangent sets and applications

classification 🧮 math.DS
keywords fractionalsetsstochasticdirectimagesinversetangentapplications
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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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