Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
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 pre...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2017-07-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-017-1210-6 |