Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

Jingyun Lv; Xiaoyuan Yang

doi:10.1186/s13662-017-1210-6

Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

Jingyun Lv
, Xiaoyuan Yang^*

^*Corresponding author for this work

School of Mathematical Sciences

Beihang University

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

Abstract

In this paper, we consider a class of nonlocal fractional stochastic differential equations driven by fractional Brownian motion with Hurst index H>12. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. Finally, an example is presented to illustrate our obtained results.

Original language	English
Article number	198
Journal	Advances in Difference Equations
Volume	2017
Issue number	1
DOIs	https://doi.org/10.1186/s13662-017-1210-6
State	Published - 1 Dec 2017

Keywords

fractional Brownian motion
fractional stochastic differential equations
mild solution
nonlocal condition

Access to Document

10.1186/s13662-017-1210-6

Cite this

@article{b20ef7fcc0d54bf7baa6b64e0451bba3,

title = "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>12. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. Finally, an example is presented to illustrate our obtained results.",

keywords = "fractional Brownian motion, fractional stochastic differential equations, mild solution, nonlocal condition",

author = "Jingyun Lv and Xiaoyuan Yang",

note = "Publisher Copyright: {\textcopyright} 2017, The Author(s).",

year = "2017",

month = dec,

day = "1",

doi = "10.1186/s13662-017-1210-6",

language = "英语",

volume = "2017",

journal = "Advances in Difference Equations",

issn = "1687-1839",

publisher = "Springer Science and Business Media Deutschland GmbH",

number = "1",

}

TY - JOUR

T1 - Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

AU - Lv, Jingyun

AU - Yang, Xiaoyuan

PY - 2017/12/1

Y1 - 2017/12/1

N2 - In this paper, we consider a class of nonlocal fractional stochastic differential equations driven by fractional Brownian motion with Hurst index H>12. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. Finally, an example is presented to illustrate our obtained results.

AB - In this paper, we consider a class of nonlocal fractional stochastic differential equations driven by fractional Brownian motion with Hurst index H>12. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. Finally, an example is presented to illustrate our obtained results.

KW - fractional Brownian motion

KW - fractional stochastic differential equations

KW - mild solution

KW - nonlocal condition

UR - https://www.scopus.com/pages/publications/85023767373

U2 - 10.1186/s13662-017-1210-6

DO - 10.1186/s13662-017-1210-6

M3 - 文章

AN - SCOPUS:85023767373

SN - 1687-1839

VL - 2017

JO - Advances in Difference Equations

JF - Advances in Difference Equations

IS - 1

M1 - 198

ER -

Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this