A note on the continuity for Caputo fractional stochastic differential equations
Wenya Wang, Shuilin Cheng, Zhongkai Guo, Xingjie Yan
Abstract
The first aim of this paper is to establish the well-posedness for a type of Caputo fractional stochastic differential equations, and we obtain the global existence and uniqueness of solutions under some conditions consistent with the classic (integer order) stochastic differential equations. The second aim is that we consider the continuity of solutions on the fractional order of those equations.
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