Well-posedness and regularity of Caputo–Hadamard fractional stochastic differential equations
2021
We prove the existence and uniqueness of the solutions to a Caputo–Hadamard fractional stochastic differential equation driven by a multiplicative white noise, which may describe the random phenomena in the ultraslow diffusion processes. The moment estimates are given in terms of the logarithmic Mittag–Leffler function. We also prove the regularity of the solutions via the logarithmic Holder continuity.
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