Stability of solutions of Caputo fractional stochastic differential equations
Guanli Xiao, JinRong Wang
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.
Topics & Concepts
MathematicsStability (learning theory)Exponential stabilityStochastic differential equationApplied mathematicsMoment (physics)Exponential functionDifferential equationType (biology)Mathematical analysisPhysicsComputer scienceClassical mechanicsNonlinear systemBiologyEcologyMachine learningQuantum mechanicsFractional Differential Equations SolutionsNonlinear Differential Equations AnalysisDifferential Equations and Numerical Methods