Stability of solutions of Caputo fractional stochastic differential equations

被引：16

作者：

Xiao, Guanli ^{[1
]}

Wang, JinRong ^{[1
,2
]}

机构：

[1] Guizhou Univ, Dept Math, Guiyang 550025, Guizhou, Peoples R China

[2] Qufu Normal Univ, Sch Math Sci, Qufu 273165, Shandong, Peoples R China

来源：

NONLINEAR ANALYSIS-MODELLING AND CONTROL | 2021年 / 26卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Caputo fractional derivative; stochastic differential equations; stability; EXISTENCE; DRIVEN;

D O I：

10.15388/namc.2021.26.22421

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 Ito's formula of Caputo version. Numerical examples are given to illustrate the main results.

引用

页码：581 / 596

页数：16

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