Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

DOI10.1016/j.amc.2018.02.005zbMath1427.34079OpenAlexW2791994619MaRDI QIDQ2318207

Ji Li, Jicheng Liu, Mahmoud Abouagwa

Publication date: 14 August 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.02.005

zbMATH Keywords

stabilitystochastic differential equationsfractional calculusnon-Lipschitz conditionCarathéodory approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Fractional ordinary differential equations (34A08)

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