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The Regularity of Stochastic Convolution Driven by Tempered Fractional Brownian Motion and Its Application to Mean-field Stochastic Differential Equations.
- Source :
- Journal of Nonlinear Modeling & Analysis; 2022, Vol. 4 Issue 3, p587-604, 18p
- Publication Year :
- 2022
-
Abstract
- In this paper, some properties of a stochastic convolution driven by tempered fractional Brownian motion are obtained. Based on this result, we get the existence and uniqueness of stochastic mean-field equation driven by tempered fractional Brownian motion. Furthermore, combining with the Banach fixed point theorem and the properties of Mittag-Leffler functions, we study the existence and uniqueness of mild solution for a kind of time fractional mean-field stochastic differential equation driven by tempered fractional Brownian motion. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 25622854
- Volume :
- 4
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Journal of Nonlinear Modeling & Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 158623689
- Full Text :
- https://doi.org/10.12150/jnma.2022.587