Stability of solutions of Caputo fractional stochastic differential equations
Articles
Guanli Xiao
Guizhou University
JinRong Wang
Qufu Normal University
Published 2021-07-01
https://doi.org/10.15388/namc.2021.26.22421
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Keywords

Caputo fractional derivative
stochastic differential equations
stability

How to Cite

Xiao, G. and Wang, J. (2021) “Stability of solutions of Caputo fractional stochastic differential equations”, Nonlinear Analysis: Modelling and Control, 26(4), pp. 581–596. doi:10.15388/namc.2021.26.22421.

Abstract

In this paper, we study the stability of Caputo-type fractional stochastic differential equations. Stochastic stability and stochastic asymptotical stability are shown by stopping time technique. Almost surly exponential stability and pth moment exponentially stability are derived by a new established Itô’s formula of Caputo version. Numerical examples are given to illustrate the main results.

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