Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations

• Type: Article in International Scientific Journal
• Date: 2020

Authors

Moghaddam, BP (Author) Other; Zhang, L (Author) Other; António Mendes Lopes (Author) FEUP; Tenreiro Machado, JAT (Author) Other; Mostaghim, ZS (Author) Other

Journal

Title: Stochastics-An International Journal of Probability and Stochastic Processes

Vol. 92

Pages: 379-396

ISSN: 1744-2508

Publisher: Palgrave Macmillan

Indexing

ISI Web of Knowledge - 3 Citations

Scopus - 5 Citations

Other information

Authenticus ID: P-00Q-PVM

DOI: 10.1080/17442508.2019.1625903

Abstract (EN): This paper studies a class of fractional stochastic delay differential equations driven by a Wiener process. The sufficient conditions for the existence and uniqueness of the solution of fractional stochastic delay differential equations are obtained by means of the Picard iteration method. Moreover, the upper bound of the error using the Picard approximation is estimated. Numerical examples illustrate the theoretical results.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 18