Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

Abstract In this paper, we consider a class of nonlocal fractional stochastic differential equations driven by fractional Brownian motion with Hurst index H > 1 2 $H>\frac{1}{2}$ . Sufficient conditions for the existence and uniqueness of mild solutions are obtained. Finally, an example is pre...

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Bibliographic Details
Main Authors: Jingyun Lv, Xiaoyuan Yang
Format: Article
Language:English
Published: SpringerOpen 2017-07-01
Series:Advances in Difference Equations
Subjects:
fractional stochastic differential equations
fractional Brownian motion
mild solution
nonlocal condition
Online Access:http://link.springer.com/article/10.1186/s13662-017-1210-6

Internet

http://link.springer.com/article/10.1186/s13662-017-1210-6

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