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

DOI10.1186/1687-1847-2014-221zbMath1346.60086OpenAlexW2106300589WikidataQ59323338 ScholiaQ59323338MaRDI QIDQ307239

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

Publication date: 1 September 2016

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

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)

Related Items (5)

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 ⋮ Ulam-Hyers stability of Caputo type fuzzy fractional differential equations with time-delays ⋮ A novel algorithm for asymptotic stability analysis of some classes of stochastic time-fractional Volterra equations ⋮ Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise

Cites Work

• Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
• Stochastic fractional differential equations: modeling, method and analysis
• 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 \((dt)^a\)
• Differential equation s in abstract spaces
• Linear approximation of transfer function with a pole of fractional power
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