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dc.contributor.authorDing, Xiao-Li
dc.contributor.authorNieto Roig, Juan José
dc.date.accessioned2019-10-26T10:31:29Z
dc.date.available2019-10-26T10:31:29Z
dc.date.issued2018-01-16
dc.identifier.citationDing, 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
dc.identifier.urihttp://hdl.handle.net/10347/19948
dc.description.abstractIn this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential 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
dc.description.sponsorshipThe 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
dc.language.isoeng
dc.publisherMDPI
dc.relationinfo:eu-repo/grantAgreement/MINECO/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2016-75140-P/ES
dc.rightsc 2018 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/)
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subjectMulti-time scale fractional stochastic differential equations
dc.subjectFractional Brownian motion
dc.subjectFractional stochastic partial differential equation
dc.subjectAnalytical solution
dc.titleAnalytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications
dc.typeinfo:eu-repo/semantics/article
dc.identifier.DOI10.3390/e20010063
dc.relation.publisherversionhttps://doi.org/10.3390/e20010063
dc.type.versioninfo:eu-repo/semantics/publishedVersion
dc.identifier.e-issn1099-4300
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.contributor.affiliationUniversidade de Santiago de Compostela. Departamento de Estatística, Análise Matemática e Optimización
dc.description.peerreviewedSI


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c 2018 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/)
Except where otherwise noted, this item's license is described as  c 2018 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/)





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