On semilinear stochastic fractional differential equations of Volterra type
نویسندگان
چکیده
منابع مشابه
Volterra Equations with Fractional Stochastic Integrals
We assume that a probability space (Ω,η,P) is given, where Ω denotes the space C(R+, Rk) equipped with the topology of uniform convergence on compact sets, η the Borel σ-field of Ω, and P a probability measure on Ω. Let {Wt(ω) = ω(t), t ≥ 0} be a Wiener process. For any t ≥ 0, we define ηt = σ{ω(s); s < t}∨Z, where Z denotes the class of the elements in ηt which have zero P-measure. Pardoux and...
متن کاملFractional Order Semilinear Volterra Integrodifferential Equations in Banach Spaces
In this paper, sufficient conditions are established for the existence results of fractional order semilinear Volterra integrodifferential equations in Banach spaces. The results are obtained by using the theory of fractional cosine families and fractional powers of operators.
متن کاملOn stochastic fractional Volterra equations in Hilbert space
In this paper, stochastic Volterra equations, particularly fractional, in Hilbert space are studied. Sufficient conditions for mild solutions to be strong solutions are provided. Several examples of Volterra equations having strong solutions are given, as well.
متن کاملFractional type of flatlet oblique multiwavelet for solving fractional differential and integro-differential equations
The construction of fractional type of flatlet biorthogonal multiwavelet system is investigated in this paper. We apply this system as basis functions to solve the fractional differential and integro-differential equations. Biorthogonality and high vanishing moments of this system are two major properties which lead to the good approximation for the solutions of the given problems. Some test pr...
متن کاملComputational Method for Fractional-Order Stochastic Delay Differential Equations
Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Random Operators and Stochastic Equations
سال: 2003
ISSN: 1569-397X,0926-6364
DOI: 10.1163/156939703322386896