文献类型：期刊文献

英文题名：A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion

作者：Xu, Jie[1];Sun, Yanhua[1];Ren, Jie[2]

第一作者：Xu, Jie

通讯作者：Xu, J[1]

机构：[1]Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China;[2]Henan Univ Econ & Laws, Coll Math & Informat Sci, Zhengzhou 450002, Henan, Peoples R China

第一机构：Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China

通讯机构：[1]corresponding author), Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China.

年份：0

外文期刊名：JOURNAL OF THEORETICAL PROBABILITY

收录：;Scopus(收录号：2-s2.0-85133285121);WOS:【SCI-EXPANDED(收录号:WOS:000819688900001)】；

基金：The authors also acknowledge the support provided by key scientific research project plans of Henan province advanced universities No.21A110011 and NSFs of China Nos.11971154 and 11901154.

语种：英文

外文关键词：Support theorem; Ito-Volterra equations; Fractional Brownian motion

摘要：In this paper we prove a support theorem for a class of Ito-Volterra equations related to the fractional Brownian motion. The simplified method developed by Millet and Sanz-Sole plays an important role.