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

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

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。

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.