Impulsive stochastic fractional differential equations driven by fractional Brownian motion

Impulsive stochastic fractional differential equations driven by fractional Brownian motion

Abstract In this research, we study the existence and uniqueness results for a new class of stochastic fractional differential equations with impulses driven by a standard Brownian motion and an independent fractional Brownian motion with Hurst index 1/2<H<1 $1/2< H<1$ under a non-Lipsch...

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Bibliographic Details
Main Authors: Mahmoud Abouagwa, Feifei Cheng, Ji Li
Format: Article
Language:English
Published: SpringerOpen 2020-02-01
Series:Advances in Difference Equations
Subjects:
Impulsive stochastic differential equations
Existence and uniqueness
Fractional calculus
Fractional Brownian motion
Online Access:https://doi.org/10.1186/s13662-020-2533-2
Description
Summary:Abstract In this research, we study the existence and uniqueness results for a new class of stochastic fractional differential equations with impulses driven by a standard Brownian motion and an independent fractional Brownian motion with Hurst index 1/2<H<1 $1/2< H<1$ under a non-Lipschitz condition with the Lipschitz one as a particular case. Our analysis depends on an approximation scheme of Carathéodory type. Some previous results are improved and extended.
ISSN:1687-1847

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