Hadamard Itô-Doob stochastic fractional order systems (Q6172118)

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scientific article; zbMATH DE number 7727697

Language	Label	Description	Also known as
English	Hadamard Itô-Doob stochastic fractional order systems	scientific article; zbMATH DE number 7727697

Statements

scholarly article

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Hadamard Itô-Doob stochastic fractional order systems (English)

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Abdellatif Ben Makhlouf

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El-sayed El-hady

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Bahri Belkacem Cherif

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Discrete and Continuous Dynamical Systems. Series S

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publication date

16 August 2023

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zbMATH Keywords

stochastic system

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/dcdss.2022184

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A survey on Hadamard and Hilfer fractional differential equations: Analysis and stability

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

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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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Hadamard-Type Fractional Differential Equations, Inclusions and Inequalities

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Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations

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Caputo–Hadamard Fractional Derivatives of Variable Order

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Fractional Calculus with Applications in Mechanics

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Finite time stability of 2D fractional hyperbolic system with time delay

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Stability results of some fractional neutral integrodifferential equations with delay

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Some results on the study of Caputo-Hadamard fractional stochastic differential equations

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Ulam-Hyers-Rassias stability of nonlinear differential equations with Riemann-Liouville fractional derivative

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Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes

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On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)

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Averaging of stochastic systems of integral-differential equations with ''Poisson noise''

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An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure

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On the averaging principle for stochastic delay differential equations with jumps

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Stochastic fractional differential equations: modeling, method and analysis

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Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations

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Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

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The averaging method for a class of stochastic differential equations

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Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations

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Identifiers

zbMATH Open document ID

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10.3934/dcdss.2022184

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6172118

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