Impulsive stochastic fractional differential equations driven by fractional Brownian motion
Advances in Difference Equations(2020)
摘要
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.
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关键词
Impulsive stochastic differential equations,Existence and uniqueness,Fractional calculus,Fractional Brownian motion
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