Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

DOI10.1186/S13662-017-1210-6zbMATH Open1422.60066OpenAlexW2734860049WikidataQ59524765 ScholiaQ59524765MaRDI QIDQ1631960FDOQ1631960

Authors: Jingyun Lv, Xiaoyuan Yang 

Publication date: 7 December 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-017-1210-6

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zbMATH Keywords

fractional Brownian motionnonlocal conditionmild solutionfractional stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08)

Cites Work

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Cited In (24)

• Null controllability of Hilfer fractional stochastic differential equations with nonlocal conditions
• Stochastic porous media equation driven by fractional Brownian motion
• Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
• Time-space fractional stochastic Ginzburg-Landau equation driven by fractional Brownian motion
• Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach
• Boundedness and convergence analysis of stochastic differential equations with Hurst Brownian motion
• Nonlocal stochastic integro-differential equations driven by fractional Brownian motion
• Existence and controllability of nonlocal stochastic integro-differential equations driven by fractional Brownian motion
• Approximate controllability for a class of non-instantaneous impulsive stochastic fractional differential equation driven by fractional Brownian motion
• An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion
• A stochastic parabolic model of MEMS driven by fractional Brownian motion
• A nonlinear stochastic differential equation driven by a fractional Brownian motion
• Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion
• Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\)
• Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion
• Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion
• Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case
• Fuzzy stochastic differential equations driven by fractional Brownian motion
• On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
• Non-Lipschitz stochastic differential equations driven by fractional Brownian
• Sobolev-type fractional stochastic differential equations driven by fractional Brownian motion with non-Lipschitz coefficients
• Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions
• A time fractional functional differential equation driven by the fractional Brownian motion
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion

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