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Almost automorphic solutions for stochastic differential equations driven by fractional Brownian motion
Author(s) -
Chen Feng,
Yang Xue
Publication year - 2019
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.201800017
Subject(s) - mathematics , fractional brownian motion , uniqueness , stochastic differential equation , brownian motion , geometric brownian motion , mathematical analysis , class (philosophy) , heat equation , reflected brownian motion , diffusion process , statistics , knowledge management , innovation diffusion , artificial intelligence , computer science
This paper concerns a class of stochastic differential equations driven by fractional Brownian motion. The existence and uniqueness of almost automorphic solutions in distribution are established provided the coefficients satisfy some suitable conditions. To illustrate the results obtained in the paper, a stochastic heat equation driven by fractional Brownian motion is considered.[Note 1. The abstract section is available on the university repository ...]