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Fractional Ito-Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions
Journal article   Peer reviewed

Fractional Ito-Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions

Abdellatif Ben Makhlouf, Lassaad Mchiri, Hakeem A. Othman and Hafedh M. S. Rguigui
Fractal and fractional, Vol.7(4), p.331
01/04/2023
DOI: https://doi.org/10.3390/fractalfract7040331

Abstract

Mathematics Mathematics, Interdisciplinary Applications Physical Sciences Science & Technology
This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Ito-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order ? ? (0,1) by using the Picard iteration technique (PIT) and the semimartingale local time (SLT).

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