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...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-04-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/7/4/331 |
| _version_ | 1797605397066940416 |
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| author | Abdellatif Ben Makhlouf Lassaad Mchiri Hakeem A. Othman Hafedh M. S. Rguigui |
| author_facet | Abdellatif Ben Makhlouf Lassaad Mchiri Hakeem A. Othman Hafedh M. S. Rguigui |
| author_sort | Abdellatif Ben Makhlouf |
| collection | DOAJ |
| description | 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.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>ϰ</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula> by using the Picard iteration technique (PIT) and the semimartingale local time (SLT). |
| first_indexed | 2024-03-11T05:00:31Z |
| format | Article |
| id | doaj.art-d0f6f9e8b6874c6c940ce7b85f67e7c8 |
| institution | Directory Open Access Journal |
| issn | 2504-3110 |
| language | English |
| last_indexed | 2024-03-11T05:00:31Z |
| publishDate | 2023-04-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Fractal and Fractional |
| spelling | doaj.art-d0f6f9e8b6874c6c940ce7b85f67e7c82023-11-17T19:19:41ZengMDPI AGFractal and Fractional2504-31102023-04-017433110.3390/fractalfract7040331Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian MotionsAbdellatif Ben Makhlouf0Lassaad Mchiri1Hakeem A. Othman2Hafedh M. S. Rguigui3Department of Mathematics, College of Science, Jouf University, Sakaka 72388, Saudi ArabiaENSIIE, University of Evry-Val-d’Essonne, 1 Square de la Résistance, 91025 Évry-Courcouronnes, CEDEX, FranceDepartment of Mathematics, AL-Qunfudhah University College, Umm Al-Qura University, Al-Qunfudhah 24382, Saudi ArabiaDepartment of Mathematics, AL-Qunfudhah University College, Umm Al-Qura University, Al-Qunfudhah 24382, Saudi ArabiaThis 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.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>ϰ</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula> by using the Picard iteration technique (PIT) and the semimartingale local time (SLT).https://www.mdpi.com/2504-3110/7/4/331stochastic systemfractional integralexistenceuniqueness |
| spellingShingle | Abdellatif Ben Makhlouf Lassaad Mchiri Hakeem A. Othman Hafedh M. S. Rguigui Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions Fractal and Fractional stochastic system fractional integral existence uniqueness |
| title | Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions |
| title_full | Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions |
| title_fullStr | Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions |
| title_full_unstemmed | Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions |
| title_short | Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions |
| title_sort | fractional ito doob stochastic differential equations driven by countably many brownian motions |
| topic | stochastic system fractional integral existence uniqueness |
| url | https://www.mdpi.com/2504-3110/7/4/331 |
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