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Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions

Published:2019-02 Issue:2 Volume:60 Page:022701
ISSN:0022-2488
Container-title:Journal of Mathematical Physics
language:en
Short-container-title:Journal of Mathematical Physics

Author:

Abouagwa Mahmoud¹²^ORCID,Li Ji²

Affiliation:

1. Department of Mathematical Statistics, Institute of Statistical Studies and Research, Cairo University, Giza 12613, Egypt

2. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, People’s Republic of China

Publisher

AIP Publishing

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Link

http://aip.scitation.org/doi/pdf/10.1063/1.5063514

Reference36 articles.

1. Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay

2. On the successive approximation of solutions of stochastic differential equations

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1. Non-confluence of fractional stochastic differential equations driven by Lévy process;Fractional Calculus and Applied Analysis;2024-05-03

2. Existence and controllability of nonlinear evolution equation involving Hilfer fractional derivative with noise and impulsive effect via Rosenblatt process and Poisson jumps;AIMS Mathematics;2024

3. A stochastic fractional differential variational inequality with Lévy jump and its application;Chaos, Solitons & Fractals;2024-01

4. A fast Euler–Maruyama method for Riemann–Liouville stochastic fractional nonlinear differential equations;Physica D: Nonlinear Phenomena;2023-04

5. Existence of Solutions for Stochastic Fractional Differential Equations Driven by Lévy Noise;Advances in Intelligent Systems and Computing;2023

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