Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations (Q5086486)

scientific article; zbMATH DE number 7553635

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English	Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations	scientific article; zbMATH DE number 7553635

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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

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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 fractional stochastic impulsive neutral functional differential equations with infinite delay

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

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Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion

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

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

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Asymptotic separation between solutions of Caputo fractional stochastic differential equations

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Q3721531

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

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

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Q5699297

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Stochastic delay fractional evolution equations driven by fractional Brownian motion

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Computational scheme for solving nonlinear fractional stochastic differential equations with delay

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

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Numerical simulation of fractional-order dynamical systems in noisy environments

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

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

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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

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

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Retarded stochastic differential equations with infinite delay driven by Rosenblatt process

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The Controllability of Fractional Damped Stochastic Integrodifferential Systems

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Fractional stochastic differential equations with applications to finance

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

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

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

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Q4255599

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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)

mardi Publication:5086486