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.