Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in Lp spaces

DOI10.1080/07362994.2021.1988856MaRDI QIDQ5876573OpenAlexWikidataFDO

Authors P. T. Huong, Doan Thai Son, Peter E. Kloeden

Publication date 1 February 2023

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2021.1988856

zbMATH Keywords

regularitywell-posednessstochastic fractional differential equationsexistence and uniqueness of solutions

Mathematics Subject Classification ID

Stochastic analysis (60Hxx)

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Cites work

• A generalized Gronwall inequality and its application to a fractional differential equation
• A new collection of real world applications of fractional calculus in science and engineering
• A note on the continuity for Caputo fractional stochastic differential equations
• A variation of constant formula for Caputo fractional stochastic differential equations
• An introduction to stochastic differential equations
• Applications of fractional calculus in physics
• 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 uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
• Existence of solutions for nonlinear fractional stochastic differential equations
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Geometric theory of semilinear parabolic equations
• Random Ordinary Differential Equations and Their Numerical Solution
• The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
• The regularity of fractional stochastic evolution equations in Hilbert space

Cited in

(10)

• The challenge of non-Markovian energy balance models in climate
• A two-dimensional stochastic fractional non-local diffusion lattice model with delays
• Some types of Carathéodory scheme for Caputo stochastic fractional differential equations in \(L^p\) spaces
• Well-posedness and regularity of Caputo-Hadamard fractional stochastic differential equations
• On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations
• Some results on backward stochastic differential equations of fractional order
• Well-posedness and regularity for solutions of Caputo stochastic fractional delay differential equations
• Asymptotic separation between solutions of Caputo fractional stochastic differential equations
• Asymptotic behaviour of time fractional stochastic delay evolution equations with tempered fractional noise
• Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces

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