Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

Mahmoud Abouagwa, Jicheng Liu, Ji Li. Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type. Applied Mathematics and Computation, 329:143-153, 2018. [doi]

Authors

Mahmoud Abouagwa

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Jicheng Liu

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Ji Li

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