Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations

DOI10.1016/J.CHAOS.2020.110269zbMATH Open1490.35529OpenAlexW3089954355WikidataQ115359201 ScholiaQ115359201MaRDI QIDQ2123017FDOQ2123017

Authors: Guanli Xiao, Jinrong Wang, Donal O'Regan 

Publication date: 7 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2020.110269

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zbMATH Keywords

continuous dependenceexistence and uniquenessexponential estimationconformable stochastic differential equationsItô formula

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic models in economics (91B70)

Cites Work

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Cited In (14)

• On the viability of solutions to conformable stochastic differential equations
• Mean-square exponential stability of impulsive conformable fractional stochastic differential system with application on epidemic model
• Convergence analysis for iterative learning control of conformable impulsive differential equations
• On the stability of solutions to conformable stochastic differential equations
• Stability of conformable stochastic systems depending on a parameter
• Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs
• A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
• Stability analysis for conformable non-instantaneous impulsive differential equations
• Sobolev-type nonlocal conformable stochastic differential equations
• Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion
• Existence and stability of solutions to neutral conformable stochastic functional differential equations
• A class of conformable backward stochastic differential equations with jumps
• Title not available (Why is that?)
• Title not available (Why is that?)

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