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Non-confluence of fractional stochastic differential equations driven by Lévy process

  • Zhi Li,
  • Tianquan Feng,
  • Liping Xu

摘要

In this paper, we investigate a class of stochastic Riemann-Liouville type fractional differential equations driven by Lévy noise. By using Itô formula for the considered equation, we attempt to explore the non-confluence property of solution for the considered equation under some appropriate conditions. Our approach is to construct some suitable Lyapunov functions which is novel in exploring the non-confluence property of differential equations.