Stability of solutions of Caputo fractional stochastic differential equations
From MaRDI portal
Recommendations
- Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise
- Ulam-Hyers stability of Caputo-type fractional stochastic differential equations with time delays
- A note on the continuity for Caputo fractional stochastic differential equations
- Stability of solutions to impulsive Caputo fractional differential equations
- On the stability of solutions to conformable stochastic differential equations
Cites work
- A new approach to the group analysis of one-dimensional stochastic differential equations
- Advanced functional analysis
- Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays
- Asymptotic separation between solutions of Caputo fractional stochastic differential equations
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Bernoulli inequality and hypergeometric functions
- Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
- Existence of solution to a local fractional nonlinear differential equation
- Existence of solutions for nonlinear fractional stochastic differential equations
- Fixed points and fractional differential equations: examples
- Harmonic quasiconformal mappings and hyperbolic type metrics
- scientific article; zbMATH DE number 1895684 (Why is no real title available?)
- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- Krasnoselskii's fixed point theorem and stability
- Mittag-Leffler stability analysis of fractional discrete-time neural networks via fixed point technique
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- Nonparametric estimation of the trend for stochastic differential equations driven by small -stable noises
- On stable manifolds for planar fractional differential equations
- Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Stochastic differential equations and applications.
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
- Variable-order fractional discrete-time recurrent neural networks
Cited in
(27)- Stability for a class of semilinear fractional stochastic integral equations
- A variation of constant formula for Caputo fractional stochastic differential equations
- Stochastic stability of fractional Fokker-Planck equation
- Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations
- A variation of constant formula for Caputo fractional stochastic differential equations with jump-diffusion
- Caratheodory's approximation for a type of Caputo fractional stochastic differential equations
- Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
- Some results on the study of Caputo-Hadamard fractional stochastic differential equations
- The stability for Caputo fractional differential equations with variable coefficients
- Comparison principle and stability for a class of stochastic fractional differential equations
- Asymptotic separation between solutions of Caputo fractional stochastic differential equations
- Stability analysis of nonlinear uncertain fractional differential equations with Caputo derivative
- Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise
- A note on the continuity for Caputo fractional stochastic differential equations
- A two-dimensional stochastic fractional non-local diffusion lattice model with delays
- The existence and averaging principle for Caputo fractional stochastic delay differential systems
- Asymptotic behaviour of time fractional stochastic delay evolution equations with tempered fractional noise
- Relatively exact controllability for higher-order fractional stochastic delay differential equations
- Some existence and uniqueness results for a class of proportional Liouville-Caputo fractional stochastic differential equations
- Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes
- Some types of Carathéodory scheme for Caputo stochastic fractional differential equations in \(L^p\) spaces
- Ulam-Hyers stability of Caputo-type fractional stochastic differential equations with time delays
- On the averaging principle for stochastic differential equations involving Caputo fractional derivative
- A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
- On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations
- Stability of solutions of time fractional stochastic differential equations
- Practical stability to a part of the variables for Riemann-Liouville fractional stochastic differential equations
This page was built for publication: Stability of solutions of Caputo fractional stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5009863)
