一类具有Conformable导数的随机泛函微分方程

A Class of Stochastic Functional Differential Equations with Conformable Derivative

本文利用轨道Riemann-Stieltjes积分理论建立了由Hurst指数为H>1/2的分数布朗运动扰动的带Conformable导数的分数阶随机泛函微分方程解的存在唯一性.

In this paper,we prove existence and uniqueness for conformable stochastic functional differential equation driven by fractional Brownian motion with Hurst index H>1/2.The stochastic integral is defined as pathwise Riemann-Stieltjes integral.