Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions

Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions

This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order <inline-formula><math xmlns="http://www.w3.o...

Full description

Bibliographic Details
Main Authors: Abdellatif Ben Makhlouf, Lassaad Mchiri, Hakeem A. Othman, Hafedh M. S. Rguigui
Format: Article
Language:English
Published: MDPI AG 2023-04-01
Series:Fractal and Fractional
Subjects:
stochastic system
fractional integral
existence
uniqueness
Online Access:https://www.mdpi.com/2504-3110/7/4/331

Internet

https://www.mdpi.com/2504-3110/7/4/331

Similar Items