A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations
From MaRDI portal
Publication:5240649
DOI10.1080/07362994.2019.1640612zbMath1472.34011OpenAlexW2958451001WikidataQ127497748 ScholiaQ127497748MaRDI QIDQ5240649
Cao-Labora Daniel, Xiao-Li Ding, Juan. J. Nieto
Publication date: 29 October 2019
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2019.1640612
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Inequalities involving derivatives and differential and integral operators (26D10) Fractional ordinary differential equations (34A08)
Related Items
Weakly singular Henry-Gronwall-Bihari type inequalities and their applications, Controllability of nonlinear higher-order fractional damped stochastic systems involving multiple delays, Generalized weakly singular Gronwall-type inequalities and their applications to fractional differential equations, A fractional Bihari inequality and some applications to fractional differential equations and stochastic equations, Stochastic version of Henry type Gronwall’s inequality, Unnamed Item, Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Henry-Gronwall type retarded integral inequalities and their applications to fractional differential equations with delay
- A new fractional integral inequality with singularity and its application
- Nonnegative solutions of fractional functional differential equations
- Stability analysis of fractional-order complex-valued neural networks with time delays
- Fractional stochastic differential equations with applications to finance
- A generalized Gronwall inequality and its application to a fractional differential equation
- Stability of fractional-order nonlinear dynamic systems: Lyapunov direct method and generalized Mittag-Leffler stability
- Fractional integral inequalities and applications
- On almost automorphic mild solutions for fractional semilinear initial value problems
- Maximum principles for fractional differential equations derived from Mittag-Leffler functions
- Existence and uniqueness for a nonlinear fractional differential equation
- A new approach to an analysis of Henry type integral inequalities and their Bihari type versions
- Weakly singular Gronwall inequalities and applications to fractional differential equations
- Semilinear fractional differential equations based on a new integral operator approach
- A Galerkin finite element method for time-fractional stochastic heat equation
- Mittag-Leffler stability of fractional-order neural networks in the presence of generalized piecewise constant arguments
- Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
- Stochastic fractional differential equations: modeling, method and analysis
- Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications
- Efficient numerical schemes for the solution of generalized time fractional Burgers type equations
- Galerkin Finite Element Approximations for Stochastic Space-Time Fractional Wave Equations
- Existence and regularity of mild solutions to fractional stochastic evolution equations
- A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations
- Stochastic delay fractional evolution equations driven by fractional Brownian motion
- A discrete fractional Gronwall inequality
