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

Seyfeddine Moualkia, Yong Xu

科研成果: 期刊稿件文章同行评审

19 引用 (Scopus)

摘要

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.

源语言英语
文章编号2106
期刊Mathematics
9
17
DOI
出版状态已出版 - 9月 2021

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