Artículo
Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
Autor/es | Boudaoui, Ahmed
Caraballo Garrido, Tomás |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2017-09 |
Fecha de depósito | 2017-09-04 |
Publicado en |
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Resumen | 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 ... 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. |
Identificador del proyecto | info:eu-repo/grantAgreement/MINECO/MTM2015-63723-P
2010/FQM314 P12-FQM-1492 |
Cita | 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. |
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