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.org/1998/Math/M...

詳細記述

書誌詳細

主要な著者:	Abdellatif Ben Makhlouf, Lassaad Mchiri, Hakeem A. Othman, Hafedh M. S. Rguigui
フォーマット:	Artigo
言語:	Inglês
出版事項:	MDPI AG 2023-04-01
シリーズ:	Fractal and Fractional
主題:	stochastic system fractional integral existence uniqueness
オンライン･アクセス:	https://www.mdpi.com/2504-3110/7/4/331
タグ:	タグ追加 タグなし, このレコードへの初めてのタグを付けませんか!