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

被引：1
|
作者：
Sanchez-Ortiz, Jorge [1 ]
Lopez-Cresencio, Omar U. [1 ]
Ariza-Hernandez, Francisco J. [1 ]
Arciga-Alejandre, Martin P. [1 ]
机构：
[1] Univ Autonoma Guerrero, Fac Matemat, Av Lazaro Cardenas S-N Cd, Chilpancingo 39087, Guerrero, Mexico
来源：
MATHEMATICS | 2021年 / 9卷 / 13期
关键词：
brownian motion; Caputo-Ito derivative; Ito process; existence; uniqueness; CALCULUS;
D O I：
10.3390/math9131479
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this note, we define an operator on a space of Ito processes, which we call Caputo-Ito 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 examples are given.
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收藏
页数：10
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