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Status已发表Published
TitleStability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
Creator
Date Issued2022-08
Source PublicationActa Applicandae Mathematicae
ISSN0167-8019
Volume180Issue: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.

KeywordAlmost sure exponential stability Fractional derivative of Riemann-Liouville type Lévy noise Moment exponential stability Stochastic fractional differential equations with non-Lipschitz coefficients Stochastic stability
DOI10.1007/s10440-022-00506-w
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000814283800005
Scopus ID2-s2.0-85132575860
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/10475
CollectionResearch outside affiliated institution
Corresponding AuthorWu, 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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