数学
李普希茨连续性
独特性
鞅(概率论)
数学分析
随机微分方程
分数阶微积分
应用数学
巧合
规范(哲学)
纯数学
政治学
医学
病理
法学
替代医学
作者
Arzu Ahmadova,Nazım I. Mahmudov
标识
DOI:10.1016/j.chaos.2020.110253
摘要
In this paper, we investigate new results on the existence and uniqueness of mild solutions to stochastic neutral differential equations involving Caputo fractional time derivative operator with Lipschitz coefficients and under some Carathéodory-type conditions on the coefficients through the Picard approximation technique. To do so, we derive a stochastic version of variation of constants formula for Caputo fractional differential systems whose coefficients satisfy standard Lipschitz and non-Lipschitz conditions. The main points are to prove a coincidence between the integral equation and the mild solution by applying Itô’s isometry, martingale representation theorem, and the weighted maximum norm for a class of fractional stochastic neutral differential equations. Finally, examples are provided to support the efficiency of the main theory.
科研通智能强力驱动
Strongly Powered by AbleSci AI