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Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay
Author(s) -
Boudaoui Ahmed,
Caraballo Tomás,
Ouahab Abdelghani
Publication year - 2016
Publication title -
mathematical methods in the applied sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.719
H-Index - 65
eISSN - 1099-1476
pISSN - 0170-4214
DOI - 10.1002/mma.3580
Subject(s) - mathematics , differential inclusion , fractional brownian motion , brownian motion , regular polygon , stochastic differential equation , fixed point , order (exchange) , motion (physics) , mathematical analysis , fixed point theorem , geometry , classical mechanics , statistics , physics , finance , economics
In this paper, we prove the existence of mild solutions for a first‐order impulsive semilinear stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay. We consider the cases in which the right hand side is convex or nonconvex valued. The results are obtained by using two different fixed point theorems for multivalued mappings. Copyright © 2015 John Wiley & Sons, Ltd.