Impulsive stochastic fractional differential equations driven by fractional Brownian motion

被引：0
作者：
Mahmoud Abouagwa
Feifei Cheng
Ji Li
机构：
[1] Cairo University,Department of Mathematical Statistics, Faculty of Graduate Studies for Statistical Research
[2] Huazhong University of Science and Technology,School of Mathematics and Statistics
来源：
Advances in Difference Equations | / 2020卷
关键词：
Impulsive stochastic differential equations; Existence and uniqueness; Fractional calculus; Fractional Brownian motion; 34A37; 60H10; 60G22;
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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\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$1/2< H<1$\end{document} 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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