Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion
DOI10.7153/DEA-2022-14-30OpenAlexW4289717658WikidataQ115157862 ScholiaQ115157862MaRDI QIDQ5868293
Publication date: 20 September 2022
Published in: Differential Equations & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7153/dea-2022-14-30
fractional Brownian motionWiener integralmild solutionfractional calculusYoung integralsemigroup of bounded linear operatorstochastic differential equation with time delay
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Abstract integral equations, integral equations in abstract spaces (45N05) Impulsive partial differential equations (35R12)
Cites Work
- On almost periodic mild solutions for stochastic functional differential equations
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Asymptotically almost periodic solutions of stochastic functional differential equations
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
- Existence of mild solutions for fractional neutral evolution equations
- Delay equations driven by rough paths
- Fractional differential equations in electrochemistry
- The solvability and optimal controls for impulsive fractional stochastic integro-differential equations via resolvent operators
- On the new concept of solutions and existence results for impulsive fractional evolution equations
- Riemann-Liouville fractional stochastic evolution equations driven by both Wiener process and fractional Brownian motion
- Local and global existence of mild solution for impulsive fractional stochastic differential equations
- The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
- The Malliavin Calculus and Related Topics
- Advances in Fractional Calculus
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic Equations in Infinite Dimensions
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion
