Article
Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
Author/s | Boudaoui, Ahmed
Caraballo Garrido, Tomás |
Department | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Publication Date | 2017-09 |
Deposit Date | 2017-09-04 |
Published in |
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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 ... 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. |
Project ID. | info:eu-repo/grantAgreement/MINECO/MTM2015-63723-P
2010/FQM314 P12-FQM-1492 |
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. |
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