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

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  • Balasubramaniam, P.

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.

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  • Balasubramaniam, P., 2022. "Solvability of Atangana-Baleanu-Riemann (ABR) fractional stochastic differential equations driven by Rosenblatt process via measure of noncompactness," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    • Handle: RePEc:eee:chsofr:v:157:y:2022:i:c:s0960077922001709
    DOI: 10.1016/j.chaos.2022.111960
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    1. Upadhyay, Anjali & Kumar, Surendra, 2023. "The exponential nature and solvability of stochastic multi-term fractional differential inclusions with Clarke’s subdifferential," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).

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