scholarly journals Existence uniqueness of mild solutions for ψ-Caputo fractional stochastic evolution equations driven by fBm

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Min Yang

AbstractIn this paper, we investigate the existence uniqueness of mild solutions for a class of ψ-Caputo fractional stochastic evolution equations with varying-time delay driven by fBm, which seems to be the first theoretical result of the ψ-Caputo fractional stochastic evolution equations. Alternative conditions to guarantee the existence uniqueness of mild solutions are obtained using fractional calculus, stochastic analysis, fixed point technique, and noncompact measure method. Moreover, an example is presented to illustrate the effectiveness and feasibility of the obtained abstract results.

2012 ◽  
Vol 2012 ◽  
pp. 1-25 ◽  
Author(s):  
Jing Cui ◽  
Litan Yan

We consider a class of nonautonomous stochastic evolution equations in real separable Hilbert spaces. We establish a new composition theorem for square-mean almost automorphic functions under non-Lipschitz conditions. We apply this new composition theorem as well as intermediate space techniques, Krasnoselskii fixed point theorem, and Banach fixed point theorem to investigate the existence of square-mean almost automorphic mild solutions. Some known results are generalized and improved.


2019 ◽  
Vol 22 (4) ◽  
pp. 1086-1112 ◽  
Author(s):  
Linxin Shu ◽  
Xiao-Bao Shu ◽  
Jianzhong Mao

Abstract In this paper, we consider the existence of mild solutions and approximate controllability for Riemann-Liouville fractional stochastic evolution equations with nonlocal conditions of order 1 < α < 2. As far as we know, there are few articles investigating on this issue. Firstly, the mild solutions to the equations are proved using Laplace transform of the Riemann-Liouville derivative. Moreover, the estimations of resolve operators involving the Riemann-Liouville fractional derivative of order 1 < α < 2 are given. Then, the existence results are obtained via the noncompact measurement strategy and the Mönch fixed point theorem. The approximate controllability of this nonlinear Riemann-Liouville fractional nonlocal stochastic systems of order 1 < α < 2 is concerned under the assumption that the associated linear system is approximately controllable. Finally, the approximate controllability results are obtained by using Lebesgue dominated convergence theorem.


Author(s):  
CARLO MARINELLI ◽  
MICHAEL RÖCKNER

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried out in a formal way, without really justifying why and how one can do that. We provide sufficient conditions for uniqueness of mild solutions to a broad class of semilinear stochastic evolution equations with coefficients satisfying a monotonicity assumption.


2013 ◽  
Vol 2013 ◽  
pp. 1-13
Author(s):  
Li Xi-liang ◽  
Han Yu-liang

This paper concerns the square-mean almost automorphic solutions to a class of abstract semilinear nonautonomous functional integrodifferential stochastic evolution equations in real separable Hilbert spaces. Using the so-called “Acquistapace-Terreni” conditions and Banach contraction principle, the existence, uniqueness, and asymptotical stability results of square-mean almost automorphic mild solutions to such stochastic equations are established. As an application, square-mean almost automorphic solution to a concrete nonautonomous integro-differential stochastic evolution equation is analyzed to illustrate our abstract results.


Author(s):  
Pengyu Chen ◽  
Xuping Zhang ◽  
Yongxiang Li

AbstractIn this article, we are concerned with a class of fractional stochastic evolution equations with nonlocal initial conditions in Hilbert spaces. The existence of mild solutions is obtained under the situation that the nonlinear term satisfies some appropriate growth conditions by using fractional calculations, Schauder fixed point theorem, stochastic analysis theory,


2001 ◽  
Vol 14 (4) ◽  
pp. 329-339 ◽  
Author(s):  
P. Balasubramaniam ◽  
J. P. Dauer

Controllability of semilinear stochastic evolution equations is studied by using stochastic versions of the well-known fixed point theorem and semigroup theory. An application to a stochastic partial differential equation is given.


Symmetry ◽  
2020 ◽  
Vol 12 (6) ◽  
pp. 1031
Author(s):  
He Yang

In this paper, by utilizing the resolvent operator theory, the stochastic analysis method and Picard type iterative technique, we first investigate the existence as well as the uniqueness of mild solutions for a class of α ∈ ( 1 , 2 ) -order Riemann–Liouville fractional stochastic evolution equations of Sobolev type in abstract spaces. Then the symmetrical technique is used to deal with the α ∈ ( 1 , 2 ) -order Caputo fractional stochastic evolution equations of Sobolev type in abstract spaces. Two examples are given as applications to the obtained results.


Author(s):  
Xiao-Li Ding ◽  
Juan J. Nieto

Fractional stochastic evolution equations often arise in theory and applications. Finding exact solutions of such equations is impossible in most cases. In this paper, our main goal is to establish the existence and uniqueness of mild solutions of the equations, and give a numerical method for approximating such mild solutions. The numerical method is based on a combination of subspaces decomposition technique and waveform relaxation method, which is called a frequency decomposition waveform relaxation method. Moreover, the convergence of the frequency decomposition waveform relaxation method is discussed in detail. Finally, several illustrative examples are presented to confirm the validity and applicability of the proposed numerical method.


2009 ◽  
Vol 09 (02) ◽  
pp. 217-229 ◽  
Author(s):  
TAKESHI TANIGUCHI ◽  
JIAOWAN LUO

In this paper we consider a sufficient condition for mild solutions to exist and to be almost surely exponentially stable or exponentially ultimate bounded in mean square for the following stochastic evolution equation with infinite delays driven by Poisson jump processes: [Formula: see text] with an initial function X(s) = φ (s), -∞ < s ≤ 0, where φ : (-∞, 0] → H is a càdlàg function with [Formula: see text].


Sign in / Sign up

Export Citation Format

Share Document