Asymptotic stability analysis of Riemann-Liouville fractional stochastic neutral differential equations

DOI10.18514/MMN.2021.3600zbMATH Open1499.34380arXiv2109.11493OpenAlexW3201377306WikidataQ115234127 ScholiaQ115234127MaRDI QIDQ5065372FDOQ5065372

Authors: Arzu Ahmadova, Nazim Idrisoglu Mahmudov 

Publication date: 18 March 2022

Published in: Miskolc Mathematical Notes (Search for Journal in Brave)

Abstract: The novelty of our paper is to establish results on asymptotic stability of mild solutions in $p$th moment to Riemann-Liouville fractional stochastic neutral differential equations (for short Riemann-Liouville FSNDEs) of order $alphain(frac12,1)$ using a Banach's contraction mapping principle. The core point of this paper is to derive the mild solution of FSNDEs involving Riemann-Liouville fractional time-derivative by applying the stochastic version of variation of constants formula. The results are obtained with the help of the theory of fractional differential equations, some properties of Mittag-Leffler functions and asymptotic analysis under the assumption that the corresponding fractional stochastic neutral dynamical system is asymptotically stable.

Full work available at URL: https://arxiv.org/abs/2109.11493

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zbMATH Keywords

asymptotic stabilityexistence and uniquenessRiemann-Liouville fractional derivativecontinuity of mild solutions in \(p\)th momentfractional stochastic neutral dynamical systems

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Functional-differential equations in abstract spaces (34K30) Functional-differential equations with fractional derivatives (34K37)

Cited In (3)

• Asymptotical stability of Riemann-Liouville fractional neutral systems
• Analysis of neutral stochastic fractional differential equations involving Riemann-Liouville fractional derivative with retarded and advanced arguments
• On asymptotic properties of some neutral differential equations involving Riemann-Liouville fractional derivative

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