Time fractional stochastic differential equations driven by pure jump Lévy noise

DOI10.1016/j.jmaa.2021.125412zbMath1468.60083OpenAlexW3172826183WikidataQ115345872 ScholiaQ115345872MaRDI QIDQ2050881

Peixue Wu, Renming Song, Zhiwei Yang, Hong Wang

Publication date: 1 September 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125412

zbMATH Keywords

regularitywell-posednessmoment estimatesvariable-ordertime fractional stochastic differential equation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items

Fast Euler-Maruyama method for weakly singular stochastic Volterra integral equations with variable exponent

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• On a stochastic fractional partial differential equation driven by a Lévy space-time white noise
• A generalized Gronwall inequality and its application to a fractional differential equation
• Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
• The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
• Volterra equations driven by semimartingales
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Global solutions to stochastic Volterra equations driven by Lévy noise
• Numerical methods for stochastic partial differential equations with white noise
• Lévy-driven Volterra equations in space and time
• Stochastic Volterra equations with anticipating coefficients
• An Introduction to Computational Stochastic PDEs
• Volterra Integral Equations
• STOCHASTIC VOLTERRA EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H > 1/2
• Lévy Processes and Stochastic Calculus
• ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING
• On Discontinuous Martingales
• Sharp convergence rates of time discretization for stochastic time-fractional PDEs subject to additive space-time white noise
• Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
• New approach to optimal control of stochastic Volterra integral equations
• Stochastic models for fractional calculus
• The random walk's guide to anomalous diffusion: A fractional dynamics approach