Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise
P. Umamaheswari, K. Balachandran, N. Annapoorani
Abstract
In this paper, the existence of solution of stochastic fractional differential equations with L?vy noise is established by the Picard-Lindel?f successive approximation scheme. The stability of nonlinear stochastic fractional dynamical system with L?vy noise is obtained using Mittag Leffler function. Examples are provided to illustrate the theory.
Topics & Concepts
MathematicsStability (learning theory)Stochastic differential equationApplied mathematicsNoise (video)Nonlinear systemFractional calculusMittag-Leffler functionFunction (biology)Mathematical analysisArtificial intelligenceMachine learningEvolutionary biologyComputer scienceImage (mathematics)Quantum mechanicsPhysicsBiologyFractional Differential Equations SolutionsStochastic processes and financial applicationsNonlinear Differential Equations Analysis