Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

DOI10.1186/S13662-017-1210-6zbMath1422.60066OpenAlexW2734860049WikidataQ59524765 ScholiaQ59524765MaRDI QIDQ1631960

Jing-Yun Lv, Xiao-Yuan Yang

Publication date: 7 December 2018

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

Full work available at URL: https://doi.org/10.1186/s13662-017-1210-6

zbMATH Keywords

fractional Brownian motionmild solutionnonlocal conditionfractional stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08)

Related Items (2)

Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions ⋮ Approximate controllability for a class of non-instantaneous impulsive stochastic fractional differential equation driven by fractional Brownian motion

Cites Work

• Approximate mild solutions of fractional stochastic evolution equations in Hilbert spaces
• Nonlocal impulsive fractional differential inclusions with fractional sectorial operators on Banach spaces
• A survey on impulsive fractional differential equations
• Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
• Approximate controllability of fractional stochastic evolution equations
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
• Nonlocal Cauchy problem for fractional evolution equations
• Existence of mild solutions for fractional neutral evolution equations
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Nonlocal stochastic integro-differential equations driven by fractional Brownian motion
• Existence of solutions for nonlinear fractional stochastic differential equations
• Asymptotic stability of fractional stochastic neutral differential equations with infinite delays
• Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
• On the concept and existence of solutions for fractional impulsive systems with Hadamard derivatives
• Stochastic calculus for fractional Brownian motion and related processes.
• Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven byG-Brownian motion
• Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions
• Basic Theory of Fractional Differential Equations
• Integral transformations and anticipative calculus for fractional Brownian motions
• Existence result for fractional neutral stochastic integro-differential equations with infinite delay
• Existence of Mild Solutions to Stochastic Delay Evolution Equations with a Fractional Brownian Motion and Impulses
• Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
• Stochastic Calculus for Fractional Brownian Motion and Applications

This page was built for publication: Nonlocal fractional stochastic differential equations driven by fractional Brownian motion