UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
44.1 43.2 43.1 42.2 42.1 41.2 41.1
40.2 40.1 39.2 39.1 38.2 38.1 37.2
37.1 36.2 36.1 35.2 35.1 34.2 34.1
33.2 33.1 32.2 32.1 31.2 31.1 30.2
30.1 29.2 29.1 28.2 28.1 27.2 27.1
26.2 26.1 25.2 25.1 24.2 24.1 23.2
23.1 22.2 22.1 21.2 21.1 20.2 20.1
19.2 19.1 18.2 18.1 17.2 17.1 16.2
16.1 15 14.2 14.1 13.2 13.1 12.2
12.1 11.2 11.1 10.2 10.1 9.2 9.1
8 7.2 7.1 6.2 6.1 5.2 5.1
4.2 4.1 3.2 3.1 2.2 2.1 1.2
1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 43, Fasc. 1,
pages 1 - 21
DOI: 10.37190/0208-4147.00092
Published online 13.4.2023
 

Fractional stochastic differential equations driven by $G$-Brownian motion with delays

A. Saci
A. Redjil
H. Boutabia
O. Kebiri

Abstract:

This paper consists of two parts. In part I, existence and uniqueness of solution for fractional stochastic differential equations driven by G-Brownian motion with delays (G-FSDEs for short) is established. In part II, the averaging principle for this type of equations is given. We prove under some assumptions that the solution of G-FSDE can be approximated by solution of its averaged stochastic system in the sense of mean square.

2010 AMS Mathematics Subject Classification: Primary 60H05; Secondary 60H20, 34C29.

Keywords and phrases: non-linear expectation, $G$-Brownian motion, fractional calculus, averaging principle.

Download:        Full text