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Nonlocal stochastic integro-differential equations driven by fractional Brownian motion
- Source :
- Advances in Difference Equations. 2016(1)
- Publisher :
- Springer Nature
-
Abstract
- In this paper, we study the existence of mild solutions for nonlocal stochastic integro-differential equations driven by fractional Brownian motions with Hurst parameter $H>\frac{1}{2}$ in a Hibert space. Sufficient conditions for the existence of mild solutions are derived by means of the Leray-Schauder nonlinear alternative. A special case of this result is given and an example is provided to illustrate the effectiveness of the proposed result.
- Subjects :
- Hurst exponent
Geometric Brownian motion
Fractional Brownian motion
Algebra and Number Theory
Differential equation
Applied Mathematics
010102 general mathematics
Mathematical analysis
01 natural sciences
010101 applied mathematics
Stochastic partial differential equation
Nonlinear system
0101 mathematics
Brownian motion
Analysis
Numerical partial differential equations
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 16871847
- Volume :
- 2016
- Issue :
- 1
- Database :
- OpenAIRE
- Journal :
- Advances in Difference Equations
- Accession number :
- edsair.doi.dedup.....a759e900a34c18c267b96a93c5247bf1
- Full Text :
- https://doi.org/10.1186/s13662-016-0843-1