Comparison principle and stability for a class of stochastic fractional differential equations

DOI10.1186/1687-1847-2014-221MaRDI QIDQ307239zbMATH OpenOpenAlexWikidataFDO

Authors Yuli Lu, Zhangsong Yao, Quanxin Zhu, Yi Yao, Hongwei Zhou

Publication date 1 September 2016

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/1687-1847-2014-221

zbMATH Keywords

stabilitycomparison principlestochastic fractional differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33)

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• Linear approximation of transfer function with a pole of fractional power
• Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results
• New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations
• On the representation of fractional Brownian motion as an integral with respect to (dt)^a
• Stochastic fractional differential equations: modeling, method and analysis

Cited in

(6)

• Existence, uniqueness and stability of fuzzy fractional differential equations with local Lipschitz and linear growth conditions
• Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
• A novel algorithm for asymptotic stability analysis of some classes of stochastic time-fractional Volterra equations
• Ulam-Hyers stability of Caputo type fuzzy fractional differential equations with time-delays
• Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
• On comparison principle and strict positivity of solutions to the nonlinear stochastic fractional heat equations

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