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.

Bibliographic Details
Authors: Boudaoui, Ahmed, Caraballo Garrido, Tomás
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
Description
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.