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Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
21
Citations
39
References
2019
Year
Fractional Brownian MotionAutomorphic SolutionsEngineeringHurst Parameter H∈Stochastic ProcessesStochastic CalculusStochastic Dynamical SystemStochastic PhenomenonFractional StochasticsStochastic Differential EquationStochastic Differential EquationsFractional Dynamic
This paper concerns a class of mean field stochastic differential equations driven by fractional Brownian motion with Hurst parameter H∈(1/2,1). The existence and uniqueness of almost automorphic solutions in distribution of mean field stochastic differential equations driven by fractional Brownian motion are established provided coefficients of equations satisfy some suitable conditions.
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