Stability of solutions of Caputo fractional stochastic differential equations

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 establis...

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Bibliographic Details
Main Authors: Guanli Xiao, JinRong Wang
Format: Article
Language:English
Published: Vilnius University Press 2021-07-01
Series:Nonlinear Analysis
Subjects:
Online Access:https://www.zurnalai.vu.lt/nonlinear-analysis/article/view/22421