On the existence and uniqueness of solutions for multidimensional fractional stochastic differential equations with variable order

Seyfeddine Moualkia, Yong Xu

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

Abstract

Fractional stochastic differential equations are still in their infancy. Based on some existing results, the main difficulties here are how to deal with those equations if the fractional order is varying with time and how to confirm the existence of their solutions in this case. This paper is about the existence and uniqueness of solutions to the fractional stochastic differential equations with variable order. We prove the existence by using the Picard iterations and propose new sufficient conditions for the uniqueness.

Original languageEnglish
Article number2106
JournalMathematics
Volume9
Issue number17
DOIs
StatePublished - Sep 2021

Keywords

  • Existence and uniqueness
  • Fractional stochastic differential equations
  • Variable order

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