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山东大学学报（理学版） ›› 2017, Vol. 52 ›› Issue (12): 81-88.doi: 10.6040/j.issn.1671-9352.0.2017.089

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分数布朗运动驱动的非局部随机积分微分系统的存在性与可控性

崔静,梁秋菊   

  1. 安徽师范大学数学计算机科学学院, 安徽 芜湖 241000
  • 收稿日期:2017-03-10 出版日期:2017-12-20 发布日期:2017-12-22
  • 作者简介:崔静(1982— ), 女,博士, 教授, 研究方向为随机微分方程及其应用. E-mail:jcui123@126.com
  • 基金资助:
    国家自然科学基金资助项目(11401010);安徽省自然科学基金资助项目(1708085MA03)

Existence and controllability of nonlocal stochastcic integro-differential equations driven by fractional Brownian motion

CUI Jing, LIANG Qiu-ju   

  1. School of Mathematics &
    Computer Science, Anhui Normal University, Wuhu 241000, Anhui, China
  • Received:2017-03-10 Online:2017-12-20 Published:2017-12-22

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摘要： 本文利用巴拿赫不动点定理和随机分析理论, 研究了由分数布朗运动驱动的一类非局部随机积分 微分系统的存在性和可控性,给出了温和解存在及完全可控的充分条件,并举例说明了所得结论的有效性。

关键词: 随机积分微分方程, 分数布朗运动, 可控性, 非局部条件

Abstract: We study the existence and controllability of nonlocal stochastcic integro-differential equations driven by fractional Brownian motion in a real separable Hilbert space. Sufficient conditions are derived by using the Banach fixed point theorem and stochastic analysis thoery. An example is provided to illustrate the theory.

Key words: controllability, fractional Brownian motion, nonlocal condition, stochastcic integro-differential equations

中图分类号: 

  • O211.63
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