Solvability of Atangana-Baleanu-Riemann (ABR) fractional stochastic differential equations driven by Rosenblatt process via measure of noncompactness

P. Balasubramaniam

Chaos, Solitons & Fractals, 2022, vol. 157, issue C

Abstract: This paper is concerned with the solvability of ABR fractional stochastic differential equations (FSDEs) driven by Rosenblatt process with nonlocal conditions. Results are established by using the concept of fractional theory, semigroup, the Mönch fixed point theorem and measure of noncompactness (MNC) in stochastic settings. The obtained theoretical results are validated through an example.

Keywords: ABR derivative; Existence of solution; Fixed point theory; Fractional calculus; Measure of noncompactness; Semigroup; Rosenblatt process (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:157:y:2022:i:c:s0960077922001709

DOI: 10.1016/j.chaos.2022.111960

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