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This paper investigates the strong stability properties of solutions to stochastic differential equations (SDEs) driven by fractional Brownian motion, focusing on cases where pathwise uniqueness holds. The authors utilize Skorokhod’s selection theorem to establish results regarding the continuous dependence of solutions on initial conditions under weak regularity assumptions on the drift coefficient. The findings extend previous results known for standard Brownian motion to the context of fractional Brownia

Author

vthuong

Language

EN