Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
Work
Year: 2017
Type: article
Abstract: In this paper, we consider a class of nonlocal fractional stochastic differential equations driven by fractional Brownian motion with Hurst index $H>\frac{1}{2}$ . Sufficient conditions for the existe... more
Source: Advances in Difference Equations
Authors Jingyun Lv, Xiaoyuan Yang
Institution Beihang University
Cites: 26
Cited by: 7
Related to: 10
FWCI: 0.917
Citation percentile (by year/subfield): 66.83
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $1,300
Funders National Natural Science Foundation of China, Natural Science Foundation of Beijing Municipality
Grant IDS 61671002, 4152029