Non-confluence of fractional stochastic differential equations driven by Lévy process

IF 2.5 2区数学 Q1 MATHEMATICS

Fractional Calculus and Applied Analysis Pub Date : 2024-05-03 DOI:10.1007/s13540-024-00278-0

Zhi Li, Tianquan Feng, Liping Xu

引用次数: 0

Abstract

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.

Abstract Image

查看原文本刊更多论文

由列维过程驱动的分数随机微分方程的非融合性

在本文中，我们研究了一类由莱维噪声驱动的随机黎曼-刘维尔型分数微分方程。通过使用所考虑方程的伊托公式，我们试图探索在一些适当条件下所考虑方程的解的非汇合特性。我们的方法是构建一些合适的 Lyapunov 函数，这在探索微分方程的非汇合特性方面是新颖的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Fractional Calculus and Applied Analysis MATHEMATICS, APPLIED-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

CiteScore

4.70

自引率

16.70%

发文量

101

期刊介绍： Fractional Calculus and Applied Analysis (FCAA, abbreviated in the World databases as Fract. Calc. Appl. Anal. or FRACT CALC APPL ANAL) is a specialized international journal for theory and applications of an important branch of Mathematical Analysis (Calculus) where differentiations and integrations can be of arbitrary non-integer order. The high standards of its contents are guaranteed by the prominent members of Editorial Board and the expertise of invited external reviewers, and proven by the recently achieved high values of impact factor (JIF) and impact rang (SJR), launching the journal to top places of the ranking lists of Thomson Reuters and Scopus.