ASYMPTOTIC STABILITY ANALYSIS OF RIEMANN-LIOUVILLE FRACTIONAL STOCHASTIC NEUTRAL DIFFERENTIAL EQUATIONS

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Ahmadova A., Mahmudov N.

Miskolc Mathematical Notes, vol.22, no.2, pp.503-520, 2021 (SCI-Expanded) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 22 Say: 2
  • Nəşr tarixi: 2021
  • Doi nömrəsi: 10.18514/mmn.2021.3600
  • jurnalın adı: Miskolc Mathematical Notes
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, zbMATH
  • Səhifə sayı: pp.503-520
  • Açar sözlər: Asymptotic stability, Continuity of mild solutions in pth moment, Existence and uniqueness, Fractional stochastic neutral dynamical systems, Riemann-liouville fractional derivative
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Yox

Qısa məlumat

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