Stochastic fractional differential equations: modeling, method and analysis

DOI10.1016/J.CHAOS.2011.12.009zbMATH Open1282.60058OpenAlexW1974312448MaRDI QIDQ2393250FDOQ2393250

Jean-Claude Pedjeu, G. S. Ladde

Publication date: 7 August 2013

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

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0960077911002426

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zbMATH Keywords

stochastic fractional differential equationmulti-time scale integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stochastic integrals (60H05)

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Cited In (54)

• Large Deviations for Stochastic Fractional Differential Equations
• Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations
• Existence and Stability Results for Stochastic Fractional Delay Differential Equations with Gaussian Noise
• Existence, uniqueness, and averaging principle for Hadamard Itô–Doob stochastic delay fractional integral equations
• Hadamard Itô-Doob stochastic fractional order systems
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• Impulsive stochastic fractional differential equations driven by fractional Brownian motion
• Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations
• Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing
• The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects
• The Solvability and Fractional Optimal Control for Semilinear Stochastic Systems
• An averaging principle for stochastic differential equations of fractional order \(0 < \alpha < 1\)
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• A spectral method for stochastic fractional differential equations
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• Ulam–Hyers stability of fractional Itô–Doob stochastic differential equations
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• FINITE-APPROXIMATE CONTROLLABILITY OF NONLOCAL STOCHASTIC CONTROL SYSTEMS DRIVEN BY HYBRID NOISES
• Large deviations for stochastic fractional integrodifferential equations
• Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
• Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
• A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
• Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
• Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation
• Approximate controllability for semilinear fractional stochastic evolution equations
• On stochastic fractional differential variational inequalities general system with Lévy jumps
• Existence and uniqueness of solutions to nonlinear functional integral Itô equations
• Stability of solutions of time fractional stochastic differential equations

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