Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations (Q5086486): Difference between revisions

Latest revision as of 18:08, 30 July 2024

scientific article; zbMATH DE number 7553635

Language	Label	Description	Also known as
English	Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations	scientific article; zbMATH DE number 7553635

Statements

instance of

scholarly article

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title

Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations (English)

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published in

Stochastics

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publication date

5 July 2022

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zbMATH Keywords

fractional calculus

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stochastic calculus

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delay differential equation

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Picard's iteration method

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/17442508.2019.1625903

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cites work

From the Ehrenfest model to time-fractional stochastic processes

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Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

0 references

On the solutions of certain fractional kinetic equations involving \(k\)-Mittag-Leffler function

0 references

Complex time-delay systems. Theory and applications

0 references

Asymptotic stability of fractional impulsive neutral stochastic partial integro-differential equations with infinite delay

0 references

Existence of solutions for fractional stochastic impulsive neutral functional differential equations with infinite delay

0 references

Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients

0 references

Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion

0 references

Existence results for an impulsive neutral stochastic fractional integro-differential equation with infinite delay

0 references

Existence result for fractional neutral stochastic integro-differential equations with infinite delay

0 references

Asymptotic separation between solutions of Caputo fractional stochastic differential equations

0 references

Q3721531

0 references

Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay

0 references

On existence results for impulsive fractional neutral stochastic integro-differential equations with nonlocal and state-dependent delay conditions

0 references

Q5699297

0 references

Stochastic delay fractional evolution equations driven by fractional Brownian motion

0 references

Fractional Brownian Motions, Fractional Noises and Applications

0 references

Q3119550

0 references

Computational scheme for solving nonlinear fractional stochastic differential equations with delay

0 references

Computational technique for simulating variable-order fractional Heston model with application in US stock market

0 references

Numerical simulation of fractional-order dynamical systems in noisy environments

0 references

Stochastic fractional perturbed control systems with fractional Brownian motion and Sobolev stochastic non local conditions

0 references

Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps

0 references

Advances in real and complex analysis with applications. Selected papers based on the presentations at the 24th international conference on finite or infinite dimensional complex analysis and applications, 24ICFIDCAA, Jaipur, India, August 22--26, 2016

0 references

Existence of pseudo almost automorphic mild solutions to stochastic fractional differential equations

0 references

Retarded stochastic differential equations with infinite delay driven by Rosenblatt process

0 references

The Controllability of Fractional Damped Stochastic Integrodifferential Systems

0 references

Fractional stochastic differential equations with applications to finance

0 references

\(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations

0 references

Existence of an optimal control for fractional stochastic partial neutral integro-differential equations with infinite delay

0 references

A generalized Gronwall inequality and its application to a fractional differential equation

0 references

Q4255599

0 references

Existence and uniqueness of solutions for stochastic differential equations of fractional-order \(q > 1\) with finite delays

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Identifiers

zbMATH Open document ID

1490.60172

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DOI

10.1080/17442508.2019.1625903

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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@@ Property / cites work @@
+From the Ehrenfest model to time-fractional stochastic processes
+Normal rank
@@ Property / cites work @@
+Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation
+Normal rank
@@ Property / cites work @@
+On the solutions of certain fractional kinetic equations involving \(k\)-Mittag-Leffler function
+Normal rank
@@ Property / cites work @@
+Complex time-delay systems. Theory and applications
+Normal rank
@@ Property / cites work @@
+Asymptotic stability of fractional impulsive neutral stochastic partial integro-differential equations with infinite delay
+Normal rank
@@ Property / cites work @@
+Existence of solutions for fractional stochastic impulsive neutral functional differential equations with infinite delay
+Normal rank
@@ Property / cites work @@
+Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Existence results for an impulsive neutral stochastic fractional integro-differential equation with infinite delay
+Normal rank
@@ Property / cites work @@
+Existence result for fractional neutral stochastic integro-differential equations with infinite delay
+Normal rank
@@ Property / cites work @@
+Asymptotic separation between solutions of Caputo fractional stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay
+Normal rank
@@ Property / cites work @@
+On existence results for impulsive fractional neutral stochastic integro-differential equations with nonlocal and state-dependent delay conditions
+Normal rank
@@ Property / cites work @@
+Q5699297
@@ Property / cites work: Q5699297 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic delay fractional evolution equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q3119550
@@ Property / cites work: Q3119550 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational scheme for solving nonlinear fractional stochastic differential equations with delay
+Normal rank
@@ Property / cites work @@
+Computational technique for simulating variable-order fractional Heston model with application in US stock market
+Normal rank
@@ Property / cites work @@
+Numerical simulation of fractional-order dynamical systems in noisy environments
+Normal rank
@@ Property / cites work @@
+Stochastic fractional perturbed control systems with fractional Brownian motion and Sobolev stochastic non local conditions
+Normal rank
@@ Property / cites work @@
+Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
+Normal rank
@@ Property / cites work @@
+Advances in real and complex analysis with applications. Selected papers based on the presentations at the 24th international conference on finite or infinite dimensional complex analysis and applications, 24ICFIDCAA, Jaipur, India, August 22--26, 2016
+Normal rank
@@ Property / cites work @@
+Existence of pseudo almost automorphic mild solutions to stochastic fractional differential equations
+Normal rank
@@ Property / cites work @@
+Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
+Normal rank
@@ Property / cites work @@
+The Controllability of Fractional Damped Stochastic Integrodifferential Systems
+Normal rank
@@ Property / cites work @@
+Fractional stochastic differential equations with applications to finance
+Normal rank
@@ Property / cites work @@
+\(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Existence of an optimal control for fractional stochastic partial neutral integro-differential equations with infinite delay
+Normal rank
@@ Property / cites work @@
+A generalized Gronwall inequality and its application to a fractional differential equation
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of solutions for stochastic differential equations of fractional-order \(q > 1\) with finite delays
+Normal rank
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@@ Property / Wikidata QID: Q127753284 / rank @@
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