Asymptotic separation between solutions of Caputo fractional stochastic differential equations

DOI10.1080/07362994.2018.1440243zbMath1401.26009arXiv1711.08622OpenAlexW2770290312MaRDI QIDQ4685696

Doan Thai Dr. Son, P. T. Huong, Peter E. Kloeden, Hoang The Tuan

Publication date: 9 October 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.08622

zbMATH Keywords

asymptotic behaviorLyapunov exponentsfractional stochastic differential equationsexistence and uniqueness solutionscontinuous dependence on the initial conditiontemporally weighted norm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Fractional derivatives and integrals (26A33) Asymptotic properties of solutions to ordinary differential equations (34D05) Fractional ordinary differential equations (34A08)

Related Items (31)

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