Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise (Q5089386): Difference between revisions

Latest revision as of 08:52, 30 July 2024

scientific article; zbMATH DE number 7559595

Language	Label	Description	Also known as
English	Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise	scientific article; zbMATH DE number 7559595

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instance of

scholarly article

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title

Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise (English)

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author

P. Umamaheswari

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N. Annapoorani

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Krishnan Balachandran

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published in

Filomat

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publication date

19 July 2022

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zbMATH Keywords

existence

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uniqueness

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successive approximation

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stability

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Mittag-Leffler function

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MaRDI profile type

MaRDI publication profile

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cites work

Lévy Processes and Stochastic Calculus

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Impulsive stochastic fractional differential equations driven by fractional Brownian motion

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Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients

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\(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients

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Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions

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Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

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Q5452647

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Existence of Solutions of General Nonlinear Stochastic Volterra Fredholm Integral Equations

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The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type

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Analysis of fractional differential equations

0 references

Almost sure exponential stability for stochastic neutral partial functional differential equations

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EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS

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Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay

0 references

Numerical solution of stochastic fractional differential equations

0 references

Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson

0 references

Q5699297

0 references

Q4004325

0 references

Fractional order stochastic differential equation with application in European option pricing

0 references

Exponential stability for stochastic neutral partial functional differential equations

0 references

Controllability of nonlinear stochastic fractional neutral systems with multiple time varying delays in control

0 references

Fractional Brownian Motions, Fractional Noises and Applications

0 references

Numerical Solutions of Stochastic Functional Differential Equations

0 references

Stochastic differential equations. An introduction with applications.

0 references

Stochastic fractional differential equations: modeling, method and analysis

0 references

Q4463421

0 references

Q3384966

0 references

Stability analysis of fractional differential system with Riemann-Liouville derivative

0 references

Successive approximations to solutions of stochastic differential equations

0 references

Q5365642

0 references

Existence of Solutions of Stochastic Fractional Integrodifferential Equations

0 references

On the successive approximation of solutions of stochastic differential equations

0 references

The averaging principle for stochastic differential equations with Caputo fractional derivative

0 references

Exponential stability of stochastic systems with delay and Poisson jumps

0 references

full work available at URL

https://doi.org/10.2298/fil2005739u

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Identifiers

DOI

10.2298/FIL2005739U

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5089386

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Impulsive stochastic fractional differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+\(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
+Normal rank
@@ Property / cites work @@
+Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
+Normal rank
@@ Property / cites work @@
+Q5452647
@@ Property / cites work: Q5452647 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Solutions of General Nonlinear Stochastic Volterra Fredholm Integral Equations
+Normal rank
@@ Property / cites work @@
+The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
+Normal rank
@@ Property / cites work @@
+Analysis of fractional differential equations
@@ Property / cites work: Analysis of fractional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability for stochastic neutral partial functional differential equations
+Normal rank
@@ Property / cites work @@
+EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic fractional differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
+Normal rank
@@ Property / cites work @@
+Q5699297
@@ Property / cites work: Q5699297 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional order stochastic differential equation with application in European option pricing
+Normal rank
@@ Property / cites work @@
+Exponential stability for stochastic neutral partial functional differential equations
+Normal rank
@@ Property / cites work @@
+Controllability of nonlinear stochastic fractional neutral systems with multiple time varying delays in control
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Numerical Solutions of Stochastic Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Stochastic fractional differential equations: modeling, method and analysis
+Normal rank
@@ Property / cites work @@
+Q4463421
@@ Property / cites work: Q4463421 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3384966
@@ Property / cites work: Q3384966 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability analysis of fractional differential system with Riemann-Liouville derivative
+Normal rank
@@ Property / cites work @@
+Successive approximations to solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q5365642
@@ Property / cites work: Q5365642 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Solutions of Stochastic Fractional Integrodifferential Equations
+Normal rank
@@ Property / cites work @@
+On the successive approximation of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+The averaging principle for stochastic differential equations with Caputo fractional derivative
+Normal rank
@@ Property / cites work @@
+Exponential stability of stochastic systems with delay and Poisson jumps
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.2298/fil2005739u
+Normal rank
@@ Property / OpenAlex ID @@
+W3127989329
@@ Property / OpenAlex ID: W3127989329 / rank @@
+Normal rank