Artículo
Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay
Autor/es | Boudaoui, Ahmed
Caraballo Garrido, Tomás Ouahab, Abdelghani |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2016-04 |
Fecha de depósito | 2016-09-12 |
Publicado en |
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Resumen | In this paper, we prove the existence of mild solutions for the following first-order impulsive semilinear stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay in the ... In this paper, we prove the existence of mild solutions for the following first-order impulsive semilinear stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay in the case where the right hand side is convex or nonconvex-valued. The results are obtained by using two fixed point theorems for multivalued mappings. |
Identificador del proyecto | info:eu-repo/grantAgreement/MINECO/MTM2011-22411
2010/FQM314 P12-FQM-1492 |
Cita | Boudaoui, A., Caraballo Garrido, T. y Ouahab, A. (2016). Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay. Mathematical Methods in the Applied Sciences, 39 (6), 1435-1451. |
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