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.
| Authors: | , |
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| Format: | article |
| Status: | Versión enviada para evaluación y publicación |
| Publication Date: | 2017 |
| Country: | España |
| Institution: | Universidad de Sevilla (US) |
| Repository: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/64138 |
| Online Access: | http://hdl.handle.net/11441/64138 https://doi.org/10.3934/dcdsb.2017084 |
| Access Level: | Open access |
| Keyword: | Fractional Brownian motion Fixed point Mild solutions Stochastic functional differential equation |
| Summary: | 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. |
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