Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
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Publication:4628746
DOI10.1063/1.5063514zbMath1418.60051OpenAlexW2916104355MaRDI QIDQ4628746
Publication date: 15 March 2019
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.5063514
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) White noise theory (60H40) Ordinary differential equations and systems with randomness (34F05)
Related Items (11)
Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ Impulsive stochastic fractional differential equations driven by fractional Brownian motion ⋮ Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise ⋮ Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise ⋮ Impulsive stochastic Volterra integral equations driven by Lévy noise ⋮ A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations ⋮ A fast Euler-Maruyama method for fractional stochastic differential equations ⋮ Unnamed Item ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
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