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Non-confluence of fractional stochastic differential equations driven by Lévy process
Fractional Calculus and Applied Analysis ( IF 2.5 ) Pub Date : 2024-05-03 , DOI: 10.1007/s13540-024-00278-0
Zhi Li , Tianquan Feng , Liping Xu

In this paper, we investigate a class of stochastic Riemann-Liouville type fractional differential equations driven by Lévy noise. By using Itô formula for the considered equation, we attempt to explore the non-confluence property of solution for the considered equation under some appropriate conditions. Our approach is to construct some suitable Lyapunov functions which is novel in exploring the non-confluence property of differential equations.



中文翻译:

Lévy过程驱动的分数阶随机微分方程的不汇合

在本文中,我们研究了一类由 Lévy 噪声驱动的随机 Riemann-Liouville 型分数微分方程。通过对所考虑的方程使用Itô公式,我们试图探索所考虑的方程在某些适当条件下解的非汇合性。我们的方法是构造一些合适的李亚普诺夫函数,这在探索微分方程的非汇合性质方面是新颖的。

更新日期:2024-05-03
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