Existence and uniqueness of solutions to stochastic fractional differential equations in multiple time scales

DOI10.20310/2686-9667-2023-28-141-51-59MaRDI QIDQ6167573zbMATH OpenFDO

Authors Arcady Ponosov

Publication date 7 August 2023

Published in Russian Universities Reports. Mathematics (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vtamu278

zbMATH Keywords

Brownian motionJumarie derivativemulti-time scales

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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• Atomic operators, random dynamical systems and invariant measures
• Existence of weak solutions for stochastic differential equations with driving semimartingales
• MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
• Survey of Measurable Selection Theorems

Cited in

(2)

• scientific article; zbMATH DE number 7781218 (Why is no real title available?)
• A novel algorithm for asymptotic stability analysis of some classes of stochastic time-fractional Volterra equations

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