2 papers
math.PR2024
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 . Our aim is to analyze of the continuous de…
math.PR2021
Weak convergence of delay SDEs with applications to Carathéodory approximation
T. C. Son, N. T. Dung, N. V. Tan +3
In this paper, we consider a fundamental class of stochastic differential equations with time delays. Our aim is to investigate the weak convergence with respect to delay parameter…