Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion (Q2113775)
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scientific article; zbMATH DE number 7488819
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| English | Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion |
scientific article; zbMATH DE number 7488819 |
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Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion (English)
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14 March 2022
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Summary: In this manuscript, stability result for fractional neutral stochastic differential system is established subject to mixed fractional Brownian motion (fBm). Sufficient condition for stability result is derived based on the \(p\)th mean square norm, fixed point theorem and help of new integral inequality. An example is also given to illustrate the effectiveness of the obtained theory.
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fractional differential equations
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mild solution
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neutral stochastic differential equation
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exponential stability
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fractional Brownian motion
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0.812890350818634
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0.8121181130409241
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0.8096492290496826
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0.808364748954773
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