Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

Advances in Difference Equations

Jingyun Lv¹  Xiaoyuan Yang¹ 

[1] LMIB and School of Mathematics and Systems Science, Beihang University, Beijing, P.R. China

关键词: fractional stochastic differential equations;    fractional Brownian motion;    mild solution;    nonlocal condition;    26A33;    34A08;    65C30;    35R60;    60H15;   

DOI  :  10.1186/s13662-017-1210-6

学科分类：数学（综合）

来源: SpringerOpen

【 授权许可】

CC BY