Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion
| Autor: | Louk-Man Issaka, Mamadou Abdoul Diop, Hasna Hmoyed |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
47h09
Fractional Brownian motion c0-semigroup Differential equation stochastic functional integro-differential equations General Mathematics nonlocal condition 010102 general mathematics Mathematical analysis mild solutions 01 natural sciences resolvent operators 010101 applied mathematics fractional brownian motion QA1-939 60g22 0101 mathematics 47h10 35r12 Mathematics |
| Zdroj: | Open Mathematics, Vol 18, Iss 1, Pp 1097-1112 (2020) |
| ISSN: | 2391-5455 |
| Popis: | This paper deals with the existence of mild solutions for a class of non-local stochastic integro-differential equations driven by a fractional Brownian motion with Hurst parameter H ∈ 1 2 , 1 H\in \left(\tfrac{1}{2},1\right) . Discussions are based on resolvent operators in the sense of Grimmer, stochastic analysis theory and fixed-point criteria. As a final point, an example is given to illustrate the effectiveness of the obtained theory. |
| Databáze: | OpenAIRE |
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