Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion

Some results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations with infinite fractional Brownian motions are proved. The approach is based on Perov’s fixed point theorem and a new version of Schaefer’s fixed point theorem in generalized Bana...

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Autores: Blouhi, Tayeb, Caraballo Garrido, Tomás, Ouahab, Abdelghani
Formato: artículo
Estado:Versión enviada para evaluación y publicación
Fecha de publicación:2016
País:España
Recursos:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/44897
Acesso em linha:http://hdl.handle.net/11441/44897
https://doi.org/10.1080/07362994.2016.1180994
Access Level:acceso abierto
Palavra-chave:Mild solutions
Fractional Brownian motion
Impulsive differential equations
Matrix convergent to zero
Generalized Banach space
Fixed point
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spelling Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motionBlouhi, TayebCaraballo Garrido, TomásOuahab, AbdelghaniMild solutionsFractional Brownian motionImpulsive differential equationsMatrix convergent to zeroGeneralized Banach spaceFixed pointSome results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations with infinite fractional Brownian motions are proved. The approach is based on Perov’s fixed point theorem and a new version of Schaefer’s fixed point theorem in generalized Banach spaces. The relationship between mild and weak solutions and the exponential stability of mild solutions are investigated as well. The abstract theory is illustrated with an example.Fondo Europeo de Desarrollo RegionalMinisterio de Economía y CompetitividadConsejería de Innovación, Ciencia y Empresa (Junta de Andalucía)Taylor & FrancisEcuaciones Diferenciales y Análisis NuméricoFQM314: Análisis Estocástico de Sistemas Diferenciales2016info:eu-repo/semantics/articleinfo:eu-repo/semantics/submittedVersionapplication/pdfapplication/pdfhttp://hdl.handle.net/11441/44897https://doi.org/10.1080/07362994.2016.1180994reponame:idUS. Depósito de Investigación de la Universidad de Sevillainstname:Universidad de Sevilla (US)InglésStochastic Analysis and Applications, 34 (5), 792-834.info:eu-repo/grantAgreement/MINECO/MTM2015-63723-P/2010/FQM314P12-FQM-1492http://www.tandfonline.com/doi/pdf/10.1080/07362994.2016.1180994?needAccess=trueinfo:eu-repo/semantics/openAccessoai:idus.us.es:11441/448972026-06-17T12:51:07Z
dc.title.none.fl_str_mv Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
title Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
spellingShingle Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
Blouhi, Tayeb
Mild solutions
Fractional Brownian motion
Impulsive differential equations
Matrix convergent to zero
Generalized Banach space
Fixed point
title_short Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
title_full Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
title_fullStr Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
title_full_unstemmed Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
title_sort Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
dc.creator.none.fl_str_mv Blouhi, Tayeb
Caraballo Garrido, Tomás
Ouahab, Abdelghani
author Blouhi, Tayeb
author_facet Blouhi, Tayeb
Caraballo Garrido, Tomás
Ouahab, Abdelghani
author_role author
author2 Caraballo Garrido, Tomás
Ouahab, Abdelghani
author2_role author
author
dc.contributor.none.fl_str_mv Ecuaciones Diferenciales y Análisis Numérico
FQM314: Análisis Estocástico de Sistemas Diferenciales
dc.subject.none.fl_str_mv Mild solutions
Fractional Brownian motion
Impulsive differential equations
Matrix convergent to zero
Generalized Banach space
Fixed point
topic Mild solutions
Fractional Brownian motion
Impulsive differential equations
Matrix convergent to zero
Generalized Banach space
Fixed point
description Some results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations with infinite fractional Brownian motions are proved. The approach is based on Perov’s fixed point theorem and a new version of Schaefer’s fixed point theorem in generalized Banach spaces. The relationship between mild and weak solutions and the exponential stability of mild solutions are investigated as well. The abstract theory is illustrated with an example.
publishDate 2016
dc.date.none.fl_str_mv 2016
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/submittedVersion
format article
status_str submittedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11441/44897
https://doi.org/10.1080/07362994.2016.1180994
url http://hdl.handle.net/11441/44897
https://doi.org/10.1080/07362994.2016.1180994
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Stochastic Analysis and Applications, 34 (5), 792-834.
info:eu-repo/grantAgreement/MINECO/MTM2015-63723-P/
2010/FQM314
P12-FQM-1492
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2016.1180994?needAccess=true
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Taylor & Francis
publisher.none.fl_str_mv Taylor & Francis
dc.source.none.fl_str_mv reponame:idUS. Depósito de Investigación de la Universidad de Sevilla
instname:Universidad de Sevilla (US)
instname_str Universidad de Sevilla (US)
reponame_str idUS. Depósito de Investigación de la Universidad de Sevilla
collection idUS. Depósito de Investigación de la Universidad de Sevilla
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300719

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