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Viability for time fractional functional differential equations driven by the fractional Brownian motion
Jingqi Han ORCID icon link to view author Jingqi Han details   Yaqin Sun   Litan Yan  

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https://doi.org/10.15559/26-VMSTA295
Pub. online: 1 April 2026      Type: Research Article      Open accessOpen Access

Received
9 July 2025
Revised
15 February 2026
Accepted
21 February 2026
Published
1 April 2026

Abstract

Let ${B^{H}}$ be a fractional Brownian motion with Hurst index $\frac{1}{2}\lt H\lt 1$. In this paper, we consider the time fractional functional differential equation of the form
\[ \left\{\begin{array}{l@{\hskip10.0pt}l}{^{C}}{D_{t}^{\gamma }}x(t)=f(t,{x_{t}})+G(t,{x_{t}})\frac{d}{dt}{B^{H}}(t),\hspace{3.33333pt}\hspace{3.33333pt}\hspace{3.33333pt}\hspace{3.33333pt}\hspace{1em}& t\in (0,T],\\ {} {x_{0}}(t)=\eta (t),\hspace{3.33333pt}\hspace{3.33333pt}\hspace{3.33333pt}\hspace{3.33333pt}\hspace{3.33333pt}\hspace{1em}& t\in [-r,0],\end{array}\right.\]
where $\frac{3}{2}-H\lt \gamma \lt 1$, ${^{C}}{D_{t}^{\gamma }}$ denotes the Caputo derivative, and ${x_{t}}\in {\mathcal{C}_{r}}=\mathcal{C}([-r,0],\mathbb{R})$ with ${x_{t}}(u)=x(t+u)$, $u\in [-r,0]$. We prove the global existence and uniqueness of the solution of the equation and study its viability. As an application, we also discuss the existence of positive solutions.

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© 2026 The Author(s). Published by VTeX
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Keywords
Fractional Brownian motion Caputo derivative stochastic functional differential equation time delay viability

MSC2020
60G22 60H10 45R05

Funding
Jingqi Han is supported by NSFC (12201393), Litan Yan and Yaqin Sun are supported by NSFC (11971101, 12171081) and the Natural Science Foundation of Shanghai (24ZR1402900).

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