Impulsive stochastic fractional differential equations driven by fractional Brownian motion
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Publication:2144071
DOI10.1186/s13662-020-2533-2zbMath1487.60104OpenAlexW3029639689MaRDI QIDQ2144071
Mahmoud Abouagwa, Ji Li, Feifei Cheng
Publication date: 1 June 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-2533-2
fractional Brownian motionfractional calculusexistence and uniquenessimpulsive stochastic differential equations
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05)
Related Items (8)
Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise ⋮ On existence and continuity results of solution for multi-time scale fractional stochastic differential equation ⋮ Existence and finite-time stability results for impulsive Caputo-type fractional stochastic differential equations with time delays ⋮ An averaging result for impulsive fractional neutral stochastic differential equations ⋮ Some results on finite-time stability of stochastic fractional-order delay differential equations ⋮ Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
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