Cauchy Problem for a Stochastic Fractional Differential Equation with Caputo-Itô Derivative
نویسندگان
چکیده
In this note, we define an operator on a space of Itô processes, which call Caputo-Itô derivative, then considerer Cauchy problem for stochastic fractional differential equation with derivative. We demonstrate the existence and uniqueness by contraction mapping argument some examples are given.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2021
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math9131479