Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions (Q4628746)

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Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions

scientific article; zbMATH DE number 7036599

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English	Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions	scientific article; zbMATH DE number 7036599

Statements

instance of

scholarly article

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title

Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions (English)

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Journal of Mathematical Physics

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publication date

15 March 2019

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1063/1.5063514

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cites work

Q4404205

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Successive approximations to solutions of stochastic differential equations

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A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients

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A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

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A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space

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Second-order neutral stochastic evolution equations with infinite delay under Carathéodory conditions

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On a type of stochastic differential equations driven by countably many Brownian motions

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SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

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Mild solutions of local non-Lipschitz stochastic evolution equations with jumps

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Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching

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Mild solutions of non-Lipschitz stochastic integrodifferential evolution equations

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

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

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Volterra equations with fractional stochastic integrals

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Numerical solution of stochastic fractional differential equations

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Stochastic fractional differential equations: modeling, method and analysis

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Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise

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Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

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Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients

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Lévy Processes and Stochastic Calculus

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Theory of stochastic differential equations with jumps and applications.

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Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises

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Q4937701

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Stochastic stability for nonlinear systems driven by Lévy noise

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Stochastic stabilization of dynamical systems using Lévy noise

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Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions

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On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)

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

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Existence of solutions for nonlinear fractional stochastic differential equations

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Retarded stochastic differential equations with infinite delay driven by Rosenblatt process

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Identifiers

zbMATH Open document ID

1418.60051

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DOI

10.1063/1.5063514

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions