Caratheodory's approximation for a type of Caputo fractional stochastic differential equations

DOI10.1186/s13662-020-03020-1zbMath1487.60107OpenAlexW3105975760WikidataQ115241333 ScholiaQ115241333MaRDI QIDQ2144105

Junhao Hu, Zhongkai Guo, Weifeng Wang

Publication date: 1 June 2022

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-020-03020-1

zbMATH Keywords

stochastic differential equationCaputo derivativeCaratheodry's approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients ⋮ The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process

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