Regularity of fractional stochastic convolution and its application to fractional stochastic chaotic systems

DOI10.1016/j.chaos.2021.111047zbMath1485.60045OpenAlexW3169748079MaRDI QIDQ2137553

Xiuqi Huang, Xiang Jun Wang

Publication date: 16 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2021.111047

zbMATH Keywords

fractional Brownian motiontime regularityCaputo-type fractional derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Ordinary differential equations and systems with randomness (34F05) Qualitative investigation and simulation of ordinary differential equation models (34C60)

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