Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion

被引：29
|
作者：
Saravanakumar, S. [1 ]
Balasubramaniam, P. [1 ]
机构：
[1] Deemed Univ, Gandhigram Rural Inst, Dept Math, Gandhigram 624302, Tamil Nadu, India
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2021年 / 39卷 / 03期
关键词：
Existence of solution; stochastic differential equations; semigroup theory; fixed point theorem; fractional Brownian motion; INTEGRODIFFERENTIAL EQUATIONS; EXISTENCE;
D O I：
10.1080/07362994.2020.1815545
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The aim of this manuscript is to analyze the existence of mild solution of non-instantaneous impulsive Hilfer fractional stochastic differential equations (NIHFSDEs) driven by fractional Brownian motion (fBm). Sufficient conditions for a class of NIHFSDEs of order 0 < beta < 1 and of type 0 <= alpha <= 1 driven by fBm is derived with the help of fractional calculus, stochastic theory, fixed point theorem and semi-group theory. Monch fixed point theorem (FPT) is adopted to prove the existence of solution. In addition, a numerical example is provided to validate the theoretical result.
引用
收藏
页码：549 / 566
页数：18
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