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Impulsive stochastic fractional differential equations driven by fractional Brownian motion.
- Source :
-
Advances in Difference Equations . 2/4/2020, Vol. 2020 Issue 1, p1-14. 14p. - Publication Year :
- 2020
-
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 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 16871839
- Volume :
- 2020
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Advances in Difference Equations
- Publication Type :
- Academic Journal
- Accession number :
- 141544491
- Full Text :
- https://doi.org/10.1186/s13662-020-2533-2