Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
This paper is concerned with the existence and continuous dependence of mild solutions to stochastic differential equations with non-instantaneous impulses driven by fractional Brownian motions. Our approach is based on a Banach fixed point theorem and Krasnoselski-Schaefer type fixed point theorem.
| Autores: | , |
|---|---|
| Tipo de recurso: | artículo |
| Estado: | Versión enviada para evaluación y publicación |
| Fecha de publicación: | 2017 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/64138 |
| Acceso en línea: | http://hdl.handle.net/11441/64138 https://doi.org/10.3934/dcdsb.2017084 |
| Access Level: | acceso abierto |
| Palabra clave: | Fractional Brownian motion Fixed point Mild solutions Stochastic functional differential equation |
| Sumario: | This paper is concerned with the existence and continuous dependence of mild solutions to stochastic differential equations with non-instantaneous impulses driven by fractional Brownian motions. Our approach is based on a Banach fixed point theorem and Krasnoselski-Schaefer type fixed point theorem. |
|---|