<p>Using the Caputo fractional derivative, the solution of new class of fractional stochastic differential equation is given by means of the Wick and the convolution products. This solution is shown to be Wick positive. Moreover, we give regularity propriety, based on a topological dual space of an infinite dimensional test space of holomorphic functions.</p>

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A Caputo stochastic differential equation in infinite dimensional distribution case

  • Hafedh Rguigui

摘要

Using the Caputo fractional derivative, the solution of new class of fractional stochastic differential equation is given by means of the Wick and the convolution products. This solution is shown to be Wick positive. Moreover, we give regularity propriety, based on a topological dual space of an infinite dimensional test space of holomorphic functions.