Existence and uniqueness of solutions for fractional stochastic delay differential equations

Existence and uniqueness of solutions for fractional stochastic delay differential equations

The existence and uniqueness of solutions for a class fractional stochastic delay differential equations dx(t)=b(x(t), x(t-τ), t)dt+σ1(x(t), x(t-τ), t)dB(t)+σ2(x(t), x(t-τ), t)(dt)α of order α∈(0, 1) were studied. By introducing two new integral operators, the existence and uniqueness of solution of...

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Bibliographic Details
Main Authors: Miaomiao WANG, Xiaoli DING, Jiamin LI
Format: Article
Language:zho
Published: Editorial Office of Journal of XPU 2021-04-01
Series:Xi'an Gongcheng Daxue xuebao
Subjects:
fractional stochastic delay differential equations
existence and uniqueness
continuous dependence
integral operators
Online Access:http://journal.xpu.edu.cn/en/#/digest?ArticleID=1047

Internet

http://journal.xpu.edu.cn/en/#/digest?ArticleID=1047

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