A variation of constant formula for Caputo-Hadamard fractional stochastic differential equations

DOI10.1016/J.SPL.2024.110216MaRDI QIDQ6606023zbMATH OpenFDO

Authors Min Li, Chengming Huang, Nan Wang

Publication date 16 September 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110216

zbMATH Keywords

Caputo-Hadamard fractional SDEsmild solutionsstability of basic test equationsvariation of constant formula

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A variation of constant formula for Caputo fractional stochastic differential equations
• A variation of constant formula for Caputo fractional stochastic differential equations with jump-diffusion
• Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels
• Averaging principle for a type of Caputo fractional stochastic differential equations
• Euler-Maruyama scheme for Caputo stochastic fractional differential equations
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Mathematical analysis and the local discontinuous Galerkin method for Caputo-Hadamard fractional partial differential equation
• On the asymptotic behavior of solutions to time-fractional elliptic equations driven by a multiplicative white noise
• Stability and logarithmic decay of the solution to Hadamard-type fractional differential equation
• Well-posedness and regularity of Caputo-Hadamard fractional stochastic differential equations

Cited in

(2)

• The moving mesh finite element methods for solving Caputo-Hadamard fractional evolution equations: from sharp solution to blow-up solution
• Title not available (Why is no real title available?)

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