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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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SpringerOpen
2020-02-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13662-020-2533-2 |
| _version_ | 1819296063148785664 |
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| author | Mahmoud Abouagwa Feifei Cheng Ji Li |
| author_facet | Mahmoud Abouagwa Feifei Cheng Ji Li |
| author_sort | Mahmoud Abouagwa |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-24T04:52:09Z |
| format | Article |
| id | doaj.art-10e1483efdd14379b444b78aac7352f0 |
| institution | Directory Open Access Journal |
| issn | 1687-1847 |
| language | English |
| last_indexed | 2024-12-24T04:52:09Z |
| publishDate | 2020-02-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Advances in Difference Equations |
| spelling | doaj.art-10e1483efdd14379b444b78aac7352f02022-12-21T17:14:30ZengSpringerOpenAdvances in Difference Equations1687-18472020-02-012020111410.1186/s13662-020-2533-2Impulsive stochastic fractional differential equations driven by fractional Brownian motionMahmoud Abouagwa0Feifei Cheng1Ji Li2Department of Mathematical Statistics, Faculty of Graduate Studies for Statistical Research, Cairo UniversitySchool of Mathematics and Statistics, Huazhong University of Science and TechnologySchool of Mathematics and Statistics, Huazhong University of Science and TechnologyAbstract 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.https://doi.org/10.1186/s13662-020-2533-2Impulsive stochastic differential equationsExistence and uniquenessFractional calculusFractional Brownian motion |
| spellingShingle | Mahmoud Abouagwa Feifei Cheng Ji Li Impulsive stochastic fractional differential equations driven by fractional Brownian motion Advances in Difference Equations Impulsive stochastic differential equations Existence and uniqueness Fractional calculus Fractional Brownian motion |
| title | Impulsive stochastic fractional differential equations driven by fractional Brownian motion |
| title_full | Impulsive stochastic fractional differential equations driven by fractional Brownian motion |
| title_fullStr | Impulsive stochastic fractional differential equations driven by fractional Brownian motion |
| title_full_unstemmed | Impulsive stochastic fractional differential equations driven by fractional Brownian motion |
| title_short | Impulsive stochastic fractional differential equations driven by fractional Brownian motion |
| title_sort | impulsive stochastic fractional differential equations driven by fractional brownian motion |
| topic | Impulsive stochastic differential equations Existence and uniqueness Fractional calculus Fractional Brownian motion |
| url | https://doi.org/10.1186/s13662-020-2533-2 |
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