Caputo fractional stochastic differential equations: Lipschitz continuity in the fractional order

T. C. Son, N. T. Dung, P. T. P Thuy +3

In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order $\hat{I}\pm \in (\frac{1}{2},1]$. Our aim is to analyze of the continuous d…