Regularity of fractional stochastic convolution and its application to fractional stochastic chaotic systems

Xiuqi Huang and Xiangjun Wang

Chaos, Solitons & Fractals, 2021, vol. 149, issue C

Abstract: The current paper is devoted to the regularity of Caputo-type fractional Onstein–Ulenbeck processes with fractional Brownian motion, and it is applied to establish the existence and uniqueness of the mild solution for Caputo-type fractional Rössler equation and fractional Chen equation with fractional Brownian motion. Some numerical simulations and examples are provided to support the theoretical results.

Keywords: Fractional Brownian motion; Caputo-type fractional derivative; Time regularity (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:149:y:2021:i:c:s096007792100401x

DOI: 10.1016/j.chaos.2021.111047

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