Riemann-Liouville fractional stochastic evolution equations driven by both Wiener process and fractional Brownian motion

DOI10.1186/S13660-020-02541-3zbMath1504.35630OpenAlexW3164071673MaRDI QIDQ2072761

Min Yang, Haibo Gu

Publication date: 26 January 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-020-02541-3

zbMATH Keywords

fractional Brownian motionmild solutionstochastic evolution equationsRiemann-Liouville fractional derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11)

Related Items (3)

Weighted fractional stochastic integro-differential equation with infinite delay ⋮ Existence uniqueness of mild solutions for \(\psi \)-Caputo fractional stochastic evolution equations driven by fBm ⋮ Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion

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