A variation of constant formula for Caputo fractional stochastic differential equations

DOI10.1016/j.spl.2018.10.010zbMath1410.34013OpenAlexW2895919576MaRDI QIDQ1726814

P. T. Huong, Pham The Anh, Thai Son Doan

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.010

zbMATH Keywords

classical solutionmild solutionfractional stochastic differential equationsvariation of constant formulainhomogeneous linear systems

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Fractional ordinary differential equations (34A08)

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