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ASYMPTOTIC STABILITY ANALYSIS OF RIEMANN-LIOUVILLE FRACTIONAL STOCHASTIC NEUTRAL DIFFERENTIAL EQUATIONS.
- Source :
-
Miskolc Mathematical Notes . 2021, Vol. 22 Issue 2, p503-520. 18p. - Publication Year :
- 2021
-
Abstract
- The novelty of our paper is to establish results on asymptotic stability of mild solutions in pth moment to Riemann-Liouville fractional stochastic neutral differential equations (for short Riemann-Liouville FSNDEs) of order α ∈ (1/2,1) 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 17872405
- Volume :
- 22
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Miskolc Mathematical Notes
- Publication Type :
- Academic Journal
- Accession number :
- 154550106
- Full Text :
- https://doi.org/10.18514/MMN.2021.3600