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

 

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Opened Access Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
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Author: Boudaoui, Ahmed
Caraballo Garrido, Tomás
Department: Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico
Date: 2017-09
Published in: Discrete and Continuous Dynamical Systems - Series B, 22 (7), 2521-2541.
Document type: Article
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.
Size: 288.9Kb
Format: PDF

URI: http://hdl.handle.net/11441/64138

DOI: 10.3934/dcdsb.2017084

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