Impacts of Brownian motion and fractional derivative on the solutions of the stochastic fractional Davey-Stewartson equations

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

existence and measurability of the solution of the stochastic differential equations driven by fractional brownian motion

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

Stochastic evolution equations with fractional Brownian motion

In this paper linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion are studied. A necessary and sufficient condition for the existence and uniqueness of the solution is established and the spatial regularity of the solution is analyzed; separate proofs are required for the cases of Hurst parameter above and below 1/2. The particular case of the Laplaci...

Davey-Stewartson Equation with Fractional Coordinate Derivatives

We have used the homotopy analysis method (HAM) to obtain solution of Davey-Stewartson equations of fractional order. The fractional derivative is described in the Caputo sense. The results obtained by this method have been compared with the exact solutions. Stability and convergence of the proposed approach is investigated. The effects of fractional derivatives for the systems under considerat...