Status | 已发表Published |
Title | Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise |
Creator | |
Date Issued | 2022-08 |
Source Publication | Acta Applicandae Mathematicae
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ISSN | 0167-8019 |
Volume | 180Issue:1 |
Abstract | 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. |
Keyword | 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 | View source |
Indexed By | SCIE |
Language | 英语English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000814283800005 |
Scopus ID | 2-s2.0-85132575860 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/10475 |
Collection | Research outside affiliated institution |
Corresponding Author | Wu, Jianglun |
Affiliation | 1.Department of Mathematics,Anhui Normal University,Wuhu,241000,China 2.Department of Mathematics,Computational Foundry,Swansea University,Swansea,SA1 8EN,United Kingdom |
Recommended Citation 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). |
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