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Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay

Opened Access Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay

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Autor: Boudaoui, Ahmed
Caraballo Garrido, Tomás
Ouahab, Abdelghani
Departamento: Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico
Fecha: 2016-04
Publicado en: Mathematical Methods in the Applied Sciences, 39 (6), 1435-1451.
Tipo de documento: Artículo
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 case where the right hand side is convex or nonconvex-valued. The results are obtained by using two fixed point theorems for multivalued mappings.
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.
Tamaño: 253.0Kb
Formato: PDF

URI: http://hdl.handle.net/11441/44885

DOI: 10.1002/mma.3580

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