Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise

DOI10.1007/s10440-022-00506-wzbMath1492.60204OpenAlexW4283214248WikidataQ114227783 ScholiaQ114227783MaRDI QIDQ2154894

Ruidong Xiao, Weijun Zhan, Guang Jun Shen, Jiang-Lun Wu

Publication date: 15 July 2022

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-022-00506-w

zbMATH Keywords

stochastic stabilityalmost sure exponential stabilitymoment exponential stabilityLévy noisefractional derivative of Riemann-Liouville typestochastic fractional differential equations with non-Lipschitz coefficients

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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