Find in Library
Search millions of books, articles, and more
Indexed Open Access Databases
Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
oleh: Jingyun Lv, Xiaoyuan Yang
Format: | Article |
---|---|
Diterbitkan: | SpringerOpen 2017-07-01 |
Deskripsi
Abstract In this paper, we consider a class of nonlocal fractional stochastic differential equations driven by fractional Brownian motion with Hurst index H > 1 2 $H>\frac{1}{2}$ . Sufficient conditions for the existence and uniqueness of mild solutions are obtained. Finally, an example is presented to illustrate our obtained results.