Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions

DOI10.1080/07362994.2022.2078839MaRDI QIDQ6135042zbMATH OpenOpenAlexFDO

Authors John R. Graef, Abdelghani Ouahab

Publication date 25 July 2023

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2022.2078839

zbMATH Keywords

Brownian motionfractional Brownian motionfixed point theoremmild solutionsstochastic functional differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10) Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Fixed-point theorems (47H10) Degree theory for nonlinear operators (47H11)

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Cited in

(2)

• Existence and stability for fractional parabolic integro-partial differential equations with fractional Brownian motion and nonlocal condition
• Boundary value problems for first order stochastic differential equations

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