Browsing Artículos (Ecuaciones Diferenciales y Análisis Numérico) by Subject "Fractional Brownian motion"
Now showing items 1-13 of 13
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Analysis of a stochastic SIR model with fractional Brownian motion
(Taylor & Francis, 2018)In this article, a stochastic version of a SIR nonautonomous model previously introduced in Kloeden and Kozyakin (2011) ...
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Asymptotic behavior of neutral stochastic partial functional integro-differential equations driven by a fractional Brownian motion
(2014)This paper deals with the existence, uniqueness and asymptotic behavior of mild solutions to neutral stochastic delay ...
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Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by H-valued fractional Brownian motion
(ScienceDirect, 2023-03-29)In this work, the continuity with respect to the Hurst parameter of solutions to stochastic evolution equations is studied. ...
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Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
(Taylor & Francis, 2016)Some results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations ...
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Existence results fortime-dependent neutral functional integrodifferential equations driven by a fractional Brownian motion
(Euclidean Press, 2014)This article presents some results on existence and uniqueness of mild solutions to neutral stochastic functional evolution ...
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Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay
(Taylor & Francis, 2016)In this paper, we prove the local and global existence and attractivity of mild solutions for stochastic impulsive neutral functional differential equations with infinite delay, driven by fractional Brownian motion.
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Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay
(Wiley, 2016-04)In this paper, we prove the existence of mild solutions for the following first-order impulsive semilinear stochastic ...
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Long time behavior of fractional impulsive stochastic differential equations with infinite delay
(American Institute of Mathematical Sciences, 2019-06)This paper is first devoted to the local and global existence of mild solutions for a class of fractional impulsive ...
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On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
(IOS Press, 2021-06-09)In this paper, we study two terminal value problems (TVPs) for stochastic bi-parabolic equations perturbed by standard ...
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Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
(American Institute of Mathematical Sciences, 2017-09)This paper is concerned with the existence and continuous dependence of mild solutions to stochastic differential equations ...
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The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional brownian motion
(2011)In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic ...
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Topological method for coupled systems of impulsive stochastic semilinear differential inclusions with fractional Brownian motion
(Casa Cărţii de Ştiinţă Cluj-Napoca, 2019-02)In this paper we prove the existence of mild solutions for a first-order impulsive semilinear stochastic differential ...
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Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
(Taylor and Francis Online, 2021-02-17)We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear differential equations ...