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