ABSTRACT STOCHASTIC INTEGRODIFFERENTIAL DELAY EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

DOI10.17654/FJMSMar2015_757_800zbMath1331.60122OpenAlexW4243951615MaRDI QIDQ3464978

Micah Webster, Mark A. McKibben

Publication date: 28 January 2016

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/8988.htm

zbMATH Keywords

weak convergencefractional Brownian motionapproximationstochastic integrodifferential delay equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Integro-partial differential equations (35R09)

Related Items (3)

Existence of solutions for mean-field integrodifferential equations with delay ⋮ Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps ⋮ Abstract functional second-order stochastic evolution equations with applications

Uses Software

• Matlab

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