Fractional SDEs with stochastic forcing: Existence, uniqueness, and approximation
In this article, we are interested in fractional stochastic differential equations (FSDEs) with stochastic forcing, i.e., to FSDE we add a stochastic forcing term. The conditions for the existence and uniqueness of solutions of such equations are obtained, and the convergence rate of the implicit E...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2023-10-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/nonlinear-analysis/article/view/33508 |
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