A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations

DOI10.1080/23311835.2017.1279781zbMath1438.26105arXiv1511.00654OpenAlexW2964202148MaRDI QIDQ5193372

Qiong Wu

Publication date: 10 September 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.00654

zbMATH Keywords

existenceuniquenessGronwall-Bellman inequalityfractional Fokker-Planck equationfractional stochastic differential equations (SDEs)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Inequalities for sums, series and integrals (26D15)

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