ON THE STABILITY OF SOLUTIONS TO CONFORMABLE STOCHASTIC DIFFERENTIAL EQUATIONS

被引：11

作者：

Xiao, Guanli ^{[1
,2
]}

Wang, Jinrong ^{[1
,3
]}

机构：

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

[2] Qufu Normal Univ, Qufu, Shandong, Peoples R China

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

来源：

MISKOLC MATHEMATICAL NOTES | 2020年 / 21卷 / 01期

关键词：

stochastic differential equations; conformable derivative; stability;

D O I：

10.18514/MMN.2020.3257

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we study the stability of solutions to conformable stochastic differential equations. Firstly, we show the trivial solution are stochastially stable, stochastically asymptotically stable and almost surely exponentially stable, respectively. Secondly, we show the nontrivial solution are Ulam's type stable in the sense of probabilities. Finally, two examples are given to present the theoretically results.

引用

页码：509 / 523

页数：15

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