Qualitative analysis of fractional stochastic differential equations with variable order fractional derivative

DOI10.1007/S12346-024-00982-5MaRDI QIDQ6204584zbMATH OpenOpenAlexFDO

Authors

Publication date 28 March 2024

Published in Qualitative Theory of Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12346-024-00982-5

zbMATH Keywords

coupled systemsIto's integralexistence of solution and stability analysisfractional stochastic differential equation (FSDEs)

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Ordinary differential equations (34-XX)

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Cites work

• scientific article; zbMATH DE number 3426516 (Why is no real title available?)
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• Generalized Hyers-Ulam stability of general cubic functional equation in random normed spaces
• Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion
• Mixed stochastic differential equations: averaging principle result
• Numerical solution of stochastic fractional differential equations
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• Stochastic analysis of the fractional Brownian motion
• The uniqueness result of solutions to initial value problems of differential equations of variable-order
• Ulam-Hyers-Rassias stability of stochastic functional differential equations via fixed point methods

Cited in

(4)

• A theoretical investigation of Caputo variable order fractional differential equations: existence, uniqueness, and stability analysis
• Numerical analysis of a coupled system for fractional stochastic differential equations
• Analysis of optimal control of the mechanical structures vibrating in the viscoelastic environment
• Optimal control governed by nonlinear variable-order fractional integro-differential equations through generalized Dickson polynomial expansions

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