Well-posedness and regularity of Caputo–Hadamard fractional stochastic differential equations

被引：0
|
作者：
Zhiwei Yang
Xiangcheng Zheng
Hong Wang
机构：
[1] Shandong University,School of Mathematics
[2] Peking University,School of Mathematical Sciences
[3] University of South Carolina,Department of Mathematics
来源：
Zeitschrift für angewandte Mathematik und Physik | 2021年 / 72卷
关键词：
Caputo–Hadamard fractional stochastic differential equation; Existence and uniqueness; Regularity; 35B65; 34A08;
D O I：
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学科分类号：
摘要：
We prove the existence and uniqueness of the solutions to a Caputo–Hadamard fractional stochastic differential equation driven by a multiplicative white noise, which may describe the random phenomena in the ultraslow diffusion processes. The moment estimates are given in terms of the logarithmic Mittag–Leffler function. We also prove the regularity of the solutions via the logarithmic Hölder continuity.
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