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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A Class of Stochastic Functional Differential Equations with Conformable Derivative

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  • 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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