Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion

Boudaoui, Ahmed; Caraballo Garrido, Tomás

doi:10.3934/dcdsb.2017084

Artículo

dc.creator	Boudaoui, Ahmed	es
dc.creator	Caraballo Garrido, Tomás	es
dc.date.accessioned	2017-09-04T10:41:04Z
dc.date.available	2017-09-04T10:41:04Z
dc.date.issued	2017-09
dc.identifier.citation	Boudaoui, A. y Caraballo Garrido, T. (2017). Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion. Discrete and Continuous Dynamical Systems - Series B, 22 (7), 2521-2541.
dc.identifier.issn	1531-3492	es
dc.identifier.issn	1553-524X	es
dc.identifier.uri	http://hdl.handle.net/11441/64138
dc.description.abstract	This paper is concerned with the existence and continuous dependence of mild solutions to stochastic differential equations with non-instantaneous impulses driven by fractional Brownian motions. Our approach is based on a Banach fixed point theorem and Krasnoselski-Schaefer type fixed point theorem.	es
dc.description.sponsorship	Ministerio de Economía y Competitividad	es
dc.description.sponsorship	Fondo Europeo de Desarrollo Regional	es
dc.description.sponsorship	Consejería de Innovación, Ciencia y Empresa (Junta de Andalucía)	es
dc.format	application/pdf	es
dc.language.iso	eng	es
dc.publisher	American Institute of Mathematical Sciences	es
dc.relation.ispartof	Discrete and Continuous Dynamical Systems - Series B, 22 (7), 2521-2541.
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internacional	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.subject	Fractional Brownian motion	es
dc.subject	Fixed point	es
dc.subject	Mild solutions	es
dc.subject	Stochastic functional differential equation	es
dc.title	Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion	es
dc.type	info:eu-repo/semantics/article	es
dcterms.identifier	https://ror.org/03yxnpp24
dc.type.version	info:eu-repo/semantics/submittedVersion	es
dc.rights.accessRights	info:eu-repo/semantics/openAccess	es
dc.contributor.affiliation	Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico	es
dc.relation.projectID	info:eu-repo/grantAgreement/MINECO/MTM2015-63723-P	es
dc.relation.projectID	2010/FQM314	es
dc.relation.projectID	P12-FQM-1492	es
dc.relation.publisherversion	http://dx.doi.org/10.3934/dcdsb.2017084	es
dc.identifier.doi	10.3934/dcdsb.2017084	es
dc.contributor.group	Universidad de Sevilla. FQM314: Análisis Estocástico de Sistemas Diferenciales	es
idus.format.extent	22 p.	es
dc.journaltitle	Discrete and Continuous Dynamical Systems - Series B	es
dc.publication.volumen	22	es
dc.publication.issue	7	es
dc.publication.initialPage	2521	es
dc.publication.endPage	2541	es

Ficheros	Tamaño	Formato	Ver	Descripción
Stochastic differential equations ...	288.9Kb	[PDF]	Ver/Abrir

Este registro aparece en las siguientes colecciones

Artículos (Ecuaciones Diferenciales y Análisis Numérico)

Mostrar el registro sencillo del ítem

Excepto si se señala otra cosa, la licencia del ítem se describe como: Attribution-NonCommercial-NoDerivatives 4.0 Internacional