Existence and uniqueness of solutions for stochastic differential equations of fractional-order q > 1 $q > 1$ with finite delays

Xianmin Zhang, Praveen Agarwal, Zuohua Liu, Hui Peng, Fang You, Yajun Zhu
2017 Advances in Difference Equations  
This paper is concerned with stochastic differential equations of fractional-order q ∈ (m -1, m) (where m ∈ Z and m ≥ 2) with finite delay at a space BC([-τ , 0]; R d ). Some sufficient conditions are obtained for the existence and uniqueness of solutions for these stochastic fractional differential systems by applying the Picard iterations method and the generalized Gronwall inequality.
doi:10.1186/s13662-017-1169-3 fatcat:i7hmcopevjerbksescat52uotm