Abstract stochastic integrodifferential delay equations driven by fractional Brownian motion

DOI10.17654/FJMSMAR2015_757_800MaRDI QIDQ3464978zbMATH OpenOpenAlexFDO

Authors Micah Webster, Mark 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

approximationfractional Brownian motionstochastic integrodifferential delay equationsweak convergence

Mathematics Subject Classification ID

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

Recommendations

• Stochastic delay fractional evolution equations driven by fractional Brownian motion
• Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
• Abstract functional stochastic evolution equations driven by fractional Brownian motion
• scientific article; zbMATH DE number 7285388
• Stochastic fractional evolution equations with fractional Brownian motion and infinite delay

Cited in

(8)

• Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps
• Abstract functional second-order stochastic evolution equations with applications
• On a class of measure-dependent stochastic evolution equations driven by fbm
• Existence of solutions for mean-field integrodifferential equations with delay
• scientific article; zbMATH DE number 7285388 (Why is no real title available?)
• Stochastic delay fractional evolution equations driven by fractional Brownian motion
• RETRACTED ARTICLE: Existence of weak solutions of stochastic delay differential systems with Schrödinger-Brownian motions
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: Abstract stochastic integrodifferential delay equations driven by fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3464978)