Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
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Cites work
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- A generalized Gronwall inequality and its application to a fractional differential equation
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- Asymptotic separation between solutions of Caputo fractional stochastic differential equations
- Asymptotic stability of fractional impulsive neutral stochastic partial integro-differential equations with infinite delay
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- Complex time-delay systems. Theory and applications
- Computational scheme for solving nonlinear fractional stochastic differential equations with delay
- Computational technique for simulating variable-order fractional Heston model with application in US stock market
- Existence and uniquenes results for systems of impulsive functional stochastic differential equations driven by fractional Brownian motion with multiple delay
- Existence and uniqueness of solutions for stochastic differential equations of fractional-order \(q > 1\) with finite delays
- Existence of an optimal control for fractional stochastic partial neutral integro-differential equations with infinite delay
- Existence of pseudo almost automorphic mild solutions to stochastic fractional differential equations
- Existence of solutions for fractional stochastic impulsive neutral functional differential equations with infinite delay
- Existence result for fractional neutral stochastic integro-differential equations with infinite delay
- Existence results for an impulsive neutral stochastic fractional integro-differential equation with infinite delay
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional stochastic differential equations with applications to finance
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- Modified finite difference method for solving fractional delay differential equations
- Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation
- Numerical simulation of fractional-order dynamical systems in noisy environments
- On existence results for impulsive fractional neutral stochastic integro-differential equations with nonlocal and state-dependent delay conditions
- On the solutions of certain fractional kinetic equations involving k-Mittag-Leffler function
- Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
- Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
- Stochastic delay fractional evolution equations driven by fractional Brownian motion
- Stochastic fractional perturbed control systems with fractional Brownian motion and Sobolev stochastic non local conditions
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Cited in
(23)- Existence and uniqueness of solutions for stochastic differential equations of fractional-order \(q > 1\) with finite delays
- Existence and uniqueness of solutions for the stochastic Volterra-Levin equation with variable delays
- A numerical method based on the piecewise Jacobi functions for distributed-order fractional Schrödinger equation
- Some results on finite-time stability of stochastic fractional-order delay differential equations
- Existence and stability results for multi-time scale stochastic fractional neural networks
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays
- Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations
- Optimization of exact controllability for fractional impulsive partial stochastic differential systems via analytic sectorial operators
- A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
- On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay
- Existence and finite-time stability results for impulsive Caputo-type fractional stochastic differential equations with time delays
- On fractional random differential equations with delay
- Local existence and Ulam stability results for nonlinear fractional differential equations
- Existence and Stability Results for Stochastic Fractional Delay Differential Equations with Gaussian Noise
- Existence results for fractional integrodifferential equations of Sobolev type with deviating arguments
- Existence and uniqueness of solutions to stochastic fractional differential equations in multiple time scales
- Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays
- A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
- Existence results for second-order semilinear stochastic delay differential equation
- Convergence of the Euler–Maruyama method for stochastic fractional delay differential equations
- Stability and averaging principle for -Riemann-Liouville pantograph systems driven by fBm and Lévy noise
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