On a Neutral It<i>ô</i> and Arbitrary (Fractional) Orders Stochastic Differential Equation with Nonlocal Condition
In this paper, we are concerned with the combinations of the stochastic It<i>ô</i>-differential and the arbitrary (fractional) orders derivatives in a neutral differential equation with a stochastic, nonlinear, nonlocal integral condition. The existence of solutions will be proved. The s...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-11-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/5/4/201 |
| Summary: | In this paper, we are concerned with the combinations of the stochastic It<i>ô</i>-differential and the arbitrary (fractional) orders derivatives in a neutral differential equation with a stochastic, nonlinear, nonlocal integral condition. The existence of solutions will be proved. The sufficient conditions for the uniqueness of the solution will be given. The continuous dependence of the unique solution will be studied. |
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| ISSN: | 2504-3110 |