期刊论文详细信息
Mathematics | |
Cauchy Problem for a Stochastic Fractional Differential Equation with Caputo-Itô Derivative | |
Francisco J. Ariza-Hernandez1  Jorge Sanchez-Ortiz1  Omar U. Lopez-Cresencio1  Martin P. Arciga-Alejandre1  | |
[1] Facultad de Matemáticas, Universidad Autónoma de Guerrero, Av. Lázaro Cárdenas S/N Cd, Universitaria, Chilpancingo, Guerrero C.P. 39087, Mexico; | |
关键词: brownian motion; Caputo-Itô derivative; Itô process; existence; uniqueness; | |
DOI : 10.3390/math9131479 | |
来源: DOAJ |
【 摘 要 】
In this note, we define an operator on a space of Itô processes, which we call Caputo-Itô 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.
【 授权许可】
Unknown