Ulam–Hyers stability of fractional Itô–Doob stochastic differential equations

DOI10.1002/mma.9287OpenAlexW4365455288MaRDI QIDQ6185406

Lassaad Mchiri

Publication date: 8 January 2024

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.9287

zbMATH Keywords

stochastic differential equationsfractional calculusGronwall inequalityUlam-Hyers stabilityfixed point techniquefractional Itô-Doob

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Fractional ordinary differential equations (34A08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ulam-Hyers stability of Caputo type fractional stochastic neutral differential equations
• The existence and Hyers-Ulam stability of solution for an impulsive Riemann-Liouville fractional neutral functional stochastic differential equation with infinite delay of order \(1<\beta<2\)
• On the stochastic modeling of COVID-19 under the environmental white noise
• Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
• Stochastic fractional differential equations: modeling, method and analysis
• On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)
• Some results on the study of Caputo-Hadamard fractional stochastic differential equations
• A numerical and analytical study of a stochastic epidemic SIR model in the light of white noise
• Stochastic dynamics of influenza infection: qualitative analysis and numerical results
• Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations
• Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations
• Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays
• The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm
• Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients
• A fixed point theorem of the alternative, for contractions on a generalized complete metric space
• Fractional Calculus with Applications in Mechanics
• On the Stability of the Linear Functional Equation