Caratheodory's approximation for a type of Caputo fractional stochastic differential equations
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Cites work
- A Galerkin finite element method for time-fractional stochastic heat equation
- A generalized Gronwall inequality and its application to a fractional differential equation
- A new definition of fractional Laplacian with application to modeling three-dimensional nonlocal heat conduction
- A note on the continuity for Caputo fractional stochastic differential equations
- Asymptotic behavior of stochastic lattice systems with a Caputo fractional time derivative
- Asymptotic separation between solutions of Caputo fractional stochastic differential equations
- Euler-Maruyama scheme for Caputo stochastic fractional differential equations
- Existence and controllability results for fractional semilinear differential inclusions
- Existence and regularity of mild solutions to fractional stochastic evolution equations
- Existence of mild solutions for fractional neutral evolution equations
- Existence of solutions for nonlinear fractional stochastic differential equations
- scientific article; zbMATH DE number 1303930 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- On stable manifolds for planar fractional differential equations
- On the time-fractional Navier-Stokes equations
- Stabilization and control of fractional order systems: a sliding mode approach
- Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises
- The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
- The averaging principle for stochastic differential equations with Caputo fractional derivative
- Weak solutions of the time-fractional Navier-Stokes equations and optimal control
Cited in
(5)- Carleman estimate for a fractional diffusion equation with half order and application
- Asymptotic separation between solutions of Caputo fractional stochastic differential equations
- Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
- The Carathéodory approximation scheme for stochastic differential equations with G‐Lévy process
- Convergence of the Euler–Maruyama method for stochastic fractional delay differential equations
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