Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise

doi:10.1007/s10440-022-00506-w

科研成果详情

发表状态	已发表Published
题名	Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
作者	Shen, Guangjun 1; Wu, Jianglun2 ; Xiao, Ruidong 1; Zhan, Weijun 1
发表日期	2022-08
发表期刊	Acta Applicandae Mathematicae
ISSN/eISSN	0167-8019
卷号	180 期号:1
摘要	In this paper, stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise is studied. Three types of stability, namely, stochastic stability, almost sure exponential stability, and moment exponential stability, of the fractional equation are established. Examples are given to illustrate and to support our results.
关键词	Almost sure exponential stability Fractional derivative of Riemann-Liouville type Lévy noise Moment exponential stability Stochastic fractional differential equations with non-Lipschitz coefficients Stochastic stability
DOI	10.1007/s10440-022-00506-w
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000814283800005
Scopus入藏号	2-s2.0-85132575860
引用统计
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/10475
专题	个人在本单位外知识产出
通讯作者	Wu, Jianglun
作者单位	1.Department of Mathematics,Anhui Normal University,Wuhu,241000,China 2.Department of Mathematics,Computational Foundry,Swansea University,Swansea,SA1 8EN,United Kingdom
推荐引用方式 GB/T 7714	Shen, Guangjun,Wu, Jianglun,Xiao, Ruidonget al. Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise[J]. Acta Applicandae Mathematicae, 2022, 180(1).
APA	Shen, Guangjun, Wu, Jianglun, Xiao, Ruidong, & Zhan, Weijun. (2022). Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise. Acta Applicandae Mathematicae, 180(1).
MLA	Shen, Guangjun,et al."Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise". Acta Applicandae Mathematicae 180.1(2022).