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.

Detalles Bibliográficos
Autores: Boudaoui, Ahmed, Caraballo Garrido, Tomás
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
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spelling Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motionBoudaoui, AhmedCaraballo Garrido, TomásFractional Brownian motionFixed pointMild solutionsStochastic functional differential equationThis 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.Ministerio de Economía y CompetitividadFondo Europeo de Desarrollo RegionalConsejería de Innovación, Ciencia y Empresa (Junta de Andalucía)American Institute of Mathematical SciencesEcuaciones Diferenciales y Análisis NuméricoFQM314: Análisis Estocástico de Sistemas Diferenciales2017info:eu-repo/semantics/articleinfo:eu-repo/semantics/submittedVersionapplication/pdfapplication/pdfhttp://hdl.handle.net/11441/64138https://doi.org/10.3934/dcdsb.2017084reponame:idUS. Depósito de Investigación de la Universidad de Sevillainstname:Universidad de Sevilla (US)InglésDiscrete and Continuous Dynamical Systems - Series B, 22 (7), 2521-2541.info:eu-repo/grantAgreement/MINECO/MTM2015-63723-P/2010/FQM314P12-FQM-1492http://dx.doi.org/10.3934/dcdsb.2017084info:eu-repo/semantics/openAccessoai:idus.us.es:11441/641382026-06-17T12:51:07Z
dc.title.none.fl_str_mv Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
title Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
spellingShingle Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
Boudaoui, Ahmed
Fractional Brownian motion
Fixed point
Mild solutions
Stochastic functional differential equation
title_short Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
title_full Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
title_fullStr Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
title_full_unstemmed Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
title_sort Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
dc.creator.none.fl_str_mv Boudaoui, Ahmed
Caraballo Garrido, Tomás
author Boudaoui, Ahmed
author_facet Boudaoui, Ahmed
Caraballo Garrido, Tomás
author_role author
author2 Caraballo Garrido, Tomás
author2_role author
dc.contributor.none.fl_str_mv Ecuaciones Diferenciales y Análisis Numérico
FQM314: Análisis Estocástico de Sistemas Diferenciales
dc.subject.none.fl_str_mv Fractional Brownian motion
Fixed point
Mild solutions
Stochastic functional differential equation
topic Fractional Brownian motion
Fixed point
Mild solutions
Stochastic functional differential equation
description 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.
publishDate 2017
dc.date.none.fl_str_mv 2017
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/11441/64138
https://doi.org/10.3934/dcdsb.2017084
url http://hdl.handle.net/11441/64138
https://doi.org/10.3934/dcdsb.2017084
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Discrete and Continuous Dynamical Systems - Series B, 22 (7), 2521-2541.
info:eu-repo/grantAgreement/MINECO/MTM2015-63723-P/
2010/FQM314
P12-FQM-1492
http://dx.doi.org/10.3934/dcdsb.2017084
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 American Institute of Mathematical Sciences
publisher.none.fl_str_mv American Institute of Mathematical Sciences
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 15,301603

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