Impulsive stochastic fractional differential equations driven by fractional Brownian motion (Q2144071)

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Language	Label	Description	Also known as
English	Impulsive stochastic fractional differential equations driven by fractional Brownian motion	scientific article

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instance of

scholarly article

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title

Impulsive stochastic fractional differential equations driven by fractional Brownian motion (English)

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Advances in Difference Equations

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publication date

1 June 2022

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zbMATH Keywords

impulsive stochastic differential equations

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existence and uniqueness

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fractional calculus

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fractional Brownian motion

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1186/s13662-020-2533-2

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cites work

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Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions

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Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

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A new analysis of a partial differential equation arising in biology and population genetics via semi analytical techniques

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Sobolev-type fractional stochastic integrodifferential equations with nonlocal conditions in Hilbert space

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Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients

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Existence of Mild Solutions to Stochastic Delay Evolution Equations with a Fractional Brownian Motion and Impulses

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Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay

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Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays

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Stochastic fractional perturbed control systems with fractional Brownian motion and Sobolev stochastic non local conditions

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Stochastic delay fractional evolution equations driven by fractional Brownian motion

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Analytic solution for oxygen diffusion from capillary to tissues involving external force effects: a fractional calculus approach

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Stochastic fractional differential equations: modeling, method and analysis

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On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion

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Forward, backward and symmetric stochastic integration

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Existence of solutions for nonlinear fractional stochastic differential equations

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On analytical solutions of the fractional differential equation with uncertainty: application to the Basset problem

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Q4220653

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Successive approximations to solutions of stochastic differential equations

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A combined finite element method for elliptic problems posted in domains with rough boundaries

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Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

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Identifiers

zbMATH Open document ID

1487.60104

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Mathematics Subject Classification ID

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10.1186/S13662-020-2533-2

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Mathematics(1 entry)

mardi Publication:2144071