Mohamed Rhaima

Well-posedness and stochastic averaging for neutral Hadamard–Itô–Doob fractional differential equations under non-Lipschitz conditions

This paper investigates neutral fractional stochastic Itô-Doob differential equations (NFSIDDEs) under a non-Lipschitz framework, with particular attention to existence, uniqueness, and averaging results. The neutral part is built from several Hadamard fractional integrals of dis...