Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions

IF 0.8 4区 数学 Q3 MATHEMATICS, APPLIED Stochastic Analysis and Applications Pub Date : 2022-06-07 DOI:10.1080/07362994.2022.2078839
Ouaddah Abdelhamid, J. Graef, A. Ouahab
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引用次数: 0

Abstract

Abstract The authors study the existence and uniqueness of solutions to nonlinear first-order fractional stochastic differential systems driven by Brownian motion and with nonlocal functional boundary conditions. The technique of proof involves Perov’s fixed point theorem with matrices that converge to zero and the Leray–Schauder theorem.
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具有非局部泛函边界条件的非线性分数随机微分系统解的存在唯一性
摘要研究了布朗运动驱动的具有非局部泛函边界条件的非线性一阶分数阶随机微分系统解的存在性和唯一性。证明技术涉及矩阵收敛到零的Perov不动点定理和Leray–Schauder定理。
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来源期刊
Stochastic Analysis and Applications
Stochastic Analysis and Applications 数学-统计学与概率论
CiteScore
2.70
自引率
7.70%
发文量
32
审稿时长
6-12 weeks
期刊介绍: Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.
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