Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

DOI10.4208/JPDE.V32.N2.4zbMath1449.60112OpenAlexW2962389396WikidataQ127484213 ScholiaQ127484213MaRDI QIDQ5209794

Wentao Zhan, Zhi Li

Publication date: 22 January 2020

Published in: Journal of Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jpde.v32.n2.4

zbMATH Keywords

fractional Brownian motionmild solutionfractional Sobolev-type stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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