Details

Autor(en) / Beteiligte

• Yang, Zhiwei
• Zheng, Xiangcheng
• Wang, Hong

Titel

Well-posedness and regularity of Caputo–Hadamard fractional stochastic differential equations

Ist Teil von

• Zeitschrift für angewandte Mathematik und Physik, 2021-08, Vol.72 (4), Article 141

Ort / Verlag

Cham: Springer International Publishing

Erscheinungsjahr

2021

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• We prove the existence and uniqueness of the solutions to a Caputo–Hadamard fractional stochastic differential equation driven by a multiplicative white noise, which may describe the random phenomena in the ultraslow diffusion processes. The moment estimates are given in terms of the logarithmic Mittag–Leffler function. We also prove the regularity of the solutions via the logarithmic Hölder continuity.