Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
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- A generalized Gronwall inequality and its application to a fractional differential equation
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- 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
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Cited in
(20)- Optimization of exact controllability for fractional impulsive partial stochastic differential systems via analytic sectorial operators
- On fractional random differential equations with delay
- Some results on finite-time stability of stochastic fractional-order delay differential equations
- On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay
- 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
- Existence and stability results for multi-time scale stochastic fractional neural networks
- A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
- Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme
- Existence results for second-order semilinear stochastic delay differential equation
- Existence and uniqueness of solutions to stochastic fractional differential equations in multiple time scales
- An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays
- Existence and finite-time stability results for impulsive Caputo-type fractional stochastic differential equations with time delays
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- Existence results for fractional integrodifferential equations of Sobolev type with deviating arguments
- Local existence and Ulam stability results for nonlinear fractional differential equations
- A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations
- Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays
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