Hyperbolic stochastic differential equations: Absolute continuity of the LKW of the solution at a fixed point

1996 ◽  
Vol 33 (3) ◽  
pp. 293-313
Author(s):  
M. Farr�
Keyword(s):  
Fixed Point ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Absolute Continuity

Existence of almost periodic solutions for fractional impulsive neutral stochastic differential equations with infinite delay

2019 ◽  
Vol 20 (01) ◽  
pp. 2050003
Author(s):  
Xiao Ma ◽  
Xiao-Bao Shu ◽  
Jianzhong Mao
Keyword(s):  
Hilbert Space ◽  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Fractional Calculus ◽  
Stochastic Differential Equations ◽  
Periodic Solutions ◽  
Infinite Delay ◽  
Almost Periodic Solutions ◽  
Almost Periodic

In this paper, we investigate the existence of almost periodic solutions for fractional impulsive neutral stochastic differential equations with infinite delay in Hilbert space. The main conclusion is obtained by using fractional calculus, operator semigroup and fixed point theorem. In the end, we give an example to illustrate our main results.

scholarly journals Solutions to BSDEs Driven by Multidimensional Fractional Brownian Motions

2015 ◽  
Vol 2015 ◽  
pp. 1-12
Author(s):  
Jie Miao ◽  
Xu Yang
Keyword(s):  
Fixed Point ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Conditional Expectation ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Fixed Point Principle ◽  
Fractional Ito Formula

We study more general backward stochastic differential equations driven by multidimensional fractional Brownian motions. Introducing the concept of the multidimensional fractional (or quasi-) conditional expectation, we study some of its properties. Using the quasi-conditional expectation and multidimensional fractional Itô formula, we obtain the existence and uniqueness of the solutions to BSDEs driven by multidimensional fractional Brownian motions, where a fixed point principle is employed. Finally, solutions to linear fractional backward stochastic differential equations are investigated.

scholarly journals Some Existence Results for Systems of Impulsive Stochastic Differential Equations

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Sliman Mekki ◽  
Tayeb Blouhi ◽  
Juan J. Nieto ◽  
Abdelghani Ouahab
Keyword(s):  
Fixed Point ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Banach Spaces ◽  
Existence And Uniqueness ◽  
Fixed Point Theorems ◽  
Sufficient Conditions ◽  
Existence Results ◽  
Impulsive Systems ◽  
Uniqueness Of Solutions

Abstract In this paper we study a class of impulsive systems of stochastic differential equations with infinite Brownian motions. Sufficient conditions for the existence and uniqueness of solutions are established by mean of some fixed point theorems in vector Banach spaces. An example is provided to illustrate the theory.

scholarly journals Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Pengju Duan ◽  
Min Ren ◽  
Shilong Fei
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Point Theorem ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Brownian Motions ◽  
Snell Envelope ◽  
New Class

This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.

scholarly journals SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions

2016 ◽  
Vol 2016 ◽  
pp. 1-9
Author(s):  
Pengju Duan
Keyword(s):  
Fixed Point ◽  
Fixed Point Theorem ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Cauchy Sequence ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Brownian Motions ◽  
New Class ◽  
Probabilistic Solution

The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by constructing Cauchy sequence and fixed point theorem. Moreover, we give a probabilistic solution of stochastic partial differential integral equations by means of the solution of backward stochastic differential equations. Finally, we give an example to illustrate.

Anticipated backward doubly stochastic differential equations driven by teugels martingales with or without reflecting barrier

2020 ◽  
pp. 1-21
Author(s):  
Mostapha Saouli ◽  
B. Mansouri
Keyword(s):  
Fixed Point ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Existence And Uniqueness ◽  
Time Interval ◽  
Present Value ◽  
Uniqueness Of Solutions ◽  
Doubly Stochastic ◽  
Teugels Martingales ◽  
The Fixed Point Theorem

We are interested in this paper on reflected anticipated backward doubly stochastic differential equations (RABDSDEs) driven by teugels martingales associated with Levy process. We obtain the existence and uniqueness of solutions to these equations by means of the fixed-point theorem where the coefficients of these BDSDEs depend on the future and present value of the solution $\left( Y,Z\right)$. We also show the comparison theorem for a special class of RABDSDEs under some slight stronger conditions. The novelty of our result lies in the fact that we allow the time interval to be infinite.

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