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.

引用

页数：10

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