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

DOI10.1186/s13662-016-0916-1zbMath1419.60058OpenAlexW2503063380WikidataQ59466718 ScholiaQ59466718MaRDI QIDQ1627970

Yong Xu, Bin Pei

Publication date: 3 December 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-016-0916-1

zbMATH Keywords

fractional Brownian motionstochastic differential equationsexistence and uniquenessnon-Lipschitz condition

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Fractional ordinary differential equations (34A08)

Related Items (6)

Existence, uniqueness and stability of fuzzy fractional differential equations with local Lipschitz and linear growth conditions ⋮ Impulsive stochastic fractional differential equations driven by fractional Brownian motion ⋮ On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions ⋮ Novel stochastic dynamics of a fractal-fractional immune effector response to viral infection via latently infectious tissues ⋮ Unnamed Item ⋮ Unnamed Item

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