尹修伟, 向洁. 一类具有Conformable导数的随机泛函微分方程[J]. 应用概率统计, 2022, 38(5): 693-705. DOI: 10.3969/j.issn.1001-4268.2022.05.005
引用本文: 尹修伟, 向洁. 一类具有Conformable导数的随机泛函微分方程[J]. 应用概率统计, 2022, 38(5): 693-705. DOI: 10.3969/j.issn.1001-4268.2022.05.005
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YIN Xiuwei, XIANG Jie. A Class of Stochastic Functional Differential Equations with Conformable Derivative[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(5): 693-705. DOI: 10.3969/j.issn.1001-4268.2022.05.005
Citation: YIN Xiuwei, XIANG Jie. A Class of Stochastic Functional Differential Equations with Conformable Derivative[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(5): 693-705. DOI: 10.3969/j.issn.1001-4268.2022.05.005
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一类具有Conformable导数的随机泛函微分方程

A Class of Stochastic Functional Differential Equations with Conformable Derivative

    摘要
  • 摘要: 本文利用轨道Riemann-Stieltjes积分理论建立了由Hurst指数为H>1/2的分数布朗运动扰动的带Conformable导数的分数阶随机泛函微分方程解的存在唯一性.

     

    Abstract: In this paper, we prove existence and uniqueness for conformable stochastic functional differential equation driven by fractional Brownian motion with Hurst index H>1/2. The stochastic integral is defined as pathwise Riemann-Stieltjes integral.

     

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