Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay

DOI10.1002/MMA.3580MaRDI QIDQ2804393zbMATH OpenOpenAlexFDO

Authors Ahmed Boudaoui, Abdelghani Ouahab, T. Caraballo

Publication date 29 April 2016

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://idus.us.es/handle/11441/44885

zbMATH Keywords

fixed pointfractional Brownian motionimpulsive stochastic functional differential inclusionmild solutions

Mathematics Subject Classification ID

Functional-differential inclusions (34K09) Functional-differential equations in abstract spaces (34K30) Functional-differential equations with impulses (34K45) Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(20)

• Complete controllability of fractional impulsive multivalued stochastic partial integrodifferential equations with state-dependent delay
• Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
• Existence of optimal mild solutions for multi-valued impulsive stochastic partial functional integrodifferential equations
• Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm
• Nonlocal controllability of Sobolev-type conformable fractional stochastic evolution inclusions with Clarke subdifferential
• On backward problems for stochastic fractional reaction equations with standard and fractional Brownian motion
• The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise
• Well-posedness and dynamics of impulsive fractional stochastic evolution equations with unbounded delay
• Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
• Existence results for coupled systems of impulsive functional stochastic differential inclusions with non-convex case
• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
• Impulsive fractional stochastic differential inclusions driven by sub-fractional Brownian motion with infinite delay and sectorial operators
• Existence for systems of impulsive functional stochastic differential inclusions driven by fractional Brownian motion with convex case
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
• Existence of solutions for fractional differential inclusions with initial value condition and non-instantaneous impulses
• Stochastic fractional differential inclusion driven by fractional Brownian motion
• On a fractional Rayleigh–Stokes equation driven by fractional Brownian motion
• Viability for impulsive stochastic differential inclusions driven by fractional Brownian motion
• Effects of fractional derivative and Wiener process on approximate boundary controllability of differential inclusion
• Existence of solutions of stochastic differential inclusions with standard and fractional Brownian motions

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