Fractional stochastic differential equations driven by G-Brownian motion with delays

• Autorzy: Saci Akram , Redjil Amel , Boutabia Hacene , Kebiri Omar

Identyfikatory

DOI

10.37190/0208-4147.00092

• Języki publikacji: EN

Abstrakty

EN

This paper consists of two parts. In part I, existence and uniqueness of solution for fractional stochastic differential equations driven by G-Brownian motion with delays (G-FSDE_s for short) is established. In part II, the averaging principle for this type of equations is given. We prove under some assumptions that the solution of G-FSDE can be approximated by solution of its averaged stochastic system in the sense of mean square.

Słowa kluczowe

EN

non-linear expectation; G-Brownian motion; fractional calculus; averaging principle

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2023
• Tom: Vol. 43, Fasc. 1
• Strony: 1--21
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Saci Akram

• LaPS Laboratory, Badji-Mokhtar University, PO Box 12, Annaba 23000, Algeria

autor

Redjil Amel

• LaPS Laboratory, Badji-Mokhtar University, PO Box 12, Annaba 23000, Algeria

autor

Boutabia Hacene

• LaPS Laboratory, Badji-Mokhtar University, PO Box 12, Annaba 23000, Algeria

autor

Kebiri Omar

• Institute of Mathematics The Free University of Berlin

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).