Impulsive stochastic fractional differential equations driven by fractional Brownian motion

[摘要] In this research, we study the existence and uniqueness results for a new class of stochastic fractional differential equations with impulses driven by a standard Brownian motion and an independent fractional Brownian motion with Hurst index $1/2< H<1$ under a non-Lipschitz condition with the Lipschitz one as a particular case. Our analysis depends on an approximation scheme of Carathéodory type. Some previous results are improved and extended.

[学科分类] 航空航天科学

[关键词] Impulsive stochastic differential equations;Existence and uniqueness;Fractional calculus;Fractional Brownian motion