RT Journal Article
T1 Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications
A1 Ding, Xiao-Li
A1 Nieto Roig, Juan José
K1 Multi-time scale fractional stochastic differential equations
K1 Fractional Brownian motion
K1 Fractional stochastic partial differential equation
K1 Analytical solution
AB In this paper, we investigate analytical solutions of multi-time scale fractional stochasticdifferential equations driven by fractional Brownian motions. We firstly decompose homogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions into independent differential subequations, and give their analytical solutions. Then, we use the variation of constant parameters to obtain the solutions of nonhomogeneous multi-time scale fractional stochastic differential equations driven by fractional Brownian motions. Finally, we give three examples to demonstrate the applicability of our obtained results
PB MDPI
YR 2018
FD 2018-01-16
LK http://hdl.handle.net/10347/19948
UL http://hdl.handle.net/10347/19948
LA eng
NO Ding, X.-L.; Nieto, J.J. Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications. Entropy 2018, 20, 63
NO The work of the Xiao-Li Ding was supported by the Natural Science Foundation of China(11501436) and Young Talent fund of University Association for Science and Technology in Shaanxi, China (20170701).The work of Juan J. Nieto has been partially supported by the AEI of Spain under Grant MTM2016-75140-P and co-financed by European Community fund FEDER, and XUNTA de Galicia under grants GRC2015-004 and R2016/022
DS Minerva
RD 28 abr 2026