Cauchy Problem for a Stochastic Fractional Differential Equation with Caputo-Itô Derivative

In this note, we define an operator on a space of Itô processes, which we call Caputo-Itô derivative, then we considerer a Cauchy problem for a stochastic fractional differential equation with this derivative. We demonstrate the existence and uniqueness by a contraction mapping argument and some exa...

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Detalles Bibliográficos

Principais autores:	Jorge Sanchez-Ortiz, Omar U. Lopez-Cresencio, Francisco J. Ariza-Hernandez, Martin P. Arciga-Alejandre
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2021-06-01
Series:	Mathematics
Assuntos:	brownian motion Caputo-Itô derivative Itô process existence uniqueness
Acceso en liña:	https://www.mdpi.com/2227-7390/9/13/1479
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