On a Neutral Itô and Arbitrary (Fractional) Orders Stochastic Differential Equation with Nonlocal Condition
Keyword(s):
In this paper, we are concerned with the combinations of the stochastic Itô-differential and the arbitrary (fractional) orders derivatives in a neutral differential equation with a stochastic, nonlinear, nonlocal integral condition. The existence of solutions will be proved. The sufficient conditions for the uniqueness of the solution will be given. The continuous dependence of the unique solution will be studied.
2006 ◽
Vol 11
(1)
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pp. 13-32
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2012 ◽
Vol 134
(3)
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2012 ◽
Vol 2012
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pp. 1-14
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