Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions

This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order ϰ∈(0,1) by using the Picard iteration technique (PIT) and...

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Bibliographic Details
Published in:Fractal and fractional 2023-04, Vol.7 (4), p.331
Main Authors: Ben Makhlouf, Abdellatif, Mchiri, Lassaad, Othman, Hakeem A., Rguigui, Hafedh M. S.
Format: Article
Language:English
Subjects:
Calculus
Conflicts of interest
Differential equations
existence
fractional integral
Mathematical analysis
Mathematical functions
Picard iterations
stochastic system
uniqueness
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Summary:This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order ϰ∈(0,1) by using the Picard iteration technique (PIT) and the semimartingale local time (SLT).
ISSN:2504-3110
2504-3110
DOI:10.3390/fractalfract7040331