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Synchronization of coupled system driven by additive fractional Brownian motion

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  • Zhao, Meiling

Abstract

This paper examines the synchronization of a stochastic coupled system driven by fractional Brownian motion with Hurst parameter 0

Suggested Citation

  • Zhao, Meiling, 2026. "Synchronization of coupled system driven by additive fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 232(C).
    • Handle: RePEc:eee:stapro:v:232:y:2026:i:c:s0167715226000210
    DOI: 10.1016/j.spl.2026.110657
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    References listed on IDEAS

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    1. Hu, Yaozhong & Nualart, David & Song, Xiaoming, 2008. "A singular stochastic differential equation driven by fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2075-2085, October.
    2. Yaozhong Hu & David Nualart & Hongjuan Zhou, 2019. "Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter," Statistical Inference for Stochastic Processes, Springer, vol. 22(1), pages 111-142, April.
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