Impulsive stochastic fractional differential equations driven by fractional Brownian motion

被引：17

作者：

Abouagwa, Mahmoud ^{[1
,2
]}

Cheng, Feifei ^{[2
]}

Li, Ji ^{[2
]}

机构：

[1] Cairo Univ, Fac Grad Studies Stat Res, Dept Math Stat, Giza, Egypt

[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan, Hubei, Peoples R China

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2020年 / 2020卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Impulsive stochastic differential equations; Existence and uniqueness; Fractional calculus; Fractional Brownian motion; EVOLUTION-EQUATIONS; EXISTENCE; CALCULUS; APPROXIMATIONS; STABILITY; RESPECT; DELAY;

D O I：

10.1186/s13662-020-2533-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this research, we study the existence and uniqueness results for a new class of stochastic fractional differential equations with impulses driven by a standard Brownian motion and an independent fractional Brownian motion with Hurst index 1/2 <H<1 H under a non-Lipschitz condition with the Lipschitz one as a particular case. Our analysis depends on an approximation scheme of Caratheodory type. Some previous results are improved and extended.

引用

页数：14

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