@Article{JNMA-4-3, author = {Wu, Shang and Jianhua, Huang and Feng, Chen}, title = {The Regularity of Stochastic Convolution Driven by Tempered Fractional Brownian Motion and Its Application to Mean-Field Stochastic Differential Equations}, journal = {Journal of Nonlinear Modeling and Analysis}, year = {2022}, volume = {4}, number = {3}, pages = {587--604}, abstract = {
In this paper, some properties of a stochastic convolution driven by tempered fractional Brownian motion are obtained. Based on this result, we get the existence and uniqueness of stochastic mean-field equation driven by tempered fractional Brownian motion. Furthermore, combining with the Banach fixed point theorem and the properties of Mittag-Leffler functions, we study the existence and uniqueness of mild solution for a kind of time fractional mean-field stochastic differential equation driven by tempered fractional Brownian motion.
}, issn = {2562-2862}, doi = {https://doi.org/10.12150/jnma.2022.587}, url = {https://global-sci.com/article/87940/the-regularity-of-stochastic-convolution-driven-by-tempered-fractional-brownian-motion-and-its-application-to-mean-field-stochastic-differential-equations} }