Vol. 6 No. 1 (2022): Vol 6, Iss 1, Year 2022 (Honor of Ravi P. Agarwal)
Articles

Obc fractional order stochastic differential equation driven by l'evy noise

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  • Gunjan Rani,
  • Arpit Dwivedi,
  • Sandra Pinelas,
  • Ganga Ram Gautam
Gunjan Rani
DST-Centre for Interdisciplinary Mathematical Science, Institute of Science, Banaras Hindu University, Varanasi-221005 India.
Arpit Dwivedi
DST-Centre for Interdisciplinary Mathematical Science, Institute of Science, Banaras Hindu University, Varanasi-221005 India.
Sandra Pinelas
Departamento de Ciencias Exatas e Engenharia Academia Militar Av. Conde Castro Guimar ˆ aes 2720-113 Amadora ˜ Portugal.
Ganga Ram Gautam
DST-Centre for Interdisciplinary Mathematical Science, Institute of Science, Banaras Hindu University, Varanasi-221005 India.
DOI: https://doi.org/10.26524/cm137
Published March 31, 2022
Keywords
  • Fractional derivatives and integrals, Initial value problems, Stochastic differential equations, Stochastic integral equations, Fixed-point theorems
How to Cite
Gunjan Rani, Arpit Dwivedi, Sandra Pinelas, & Ganga Ram Gautam. (2022). Obc fractional order stochastic differential equation driven by l’evy noise. Journal of Computational Mathematica, 6(1), 330 - 347. https://doi.org/10.26524/cm137

Abstract

In this article, we consider a class of stochastic fractional differential equations (SFDEs) driven by L'evy noise in the sense of a newly defined OBC-fractional derivative. This is a generalized Caputo type fractional derivative introduced recently by Zaid Odibat and Dumitru Baleanu. Under some suitable sufficient conditions, we have employed fixed point theorem to obtain existence and uniqueness results for the considered equation. We have also presented an
example which illustrates the applicability of our obtained results.

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