Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion (Q2356871)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
scientific article

    Statements

    Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion (English)
    0 references
    0 references
    0 references
    0 references
    7 June 2017
    0 references
    Stochastic differential equations have many applications in science and engineering, and have been receiving much attention over the last decades. In this paper, the authors establish sufficient conditions ensuring existence and continuous dependence of mild solutions to first order stochastic impulsive differential equation with delays in a real separable Hilbert space. The approach is based on Banach's fixed point theorem and Krasnoselski-Schaefer type fixed point theorem.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    fractional Brownian motion
    0 references
    fixed point
    0 references
    mild solutions
    0 references
    stochastic functional differential equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references