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

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...

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Veröffentlicht in:	Acta applicandae mathematicae 2022-08, Vol.180 (1), Article 2
Hauptverfasser:	Shen, Guangjun, Wu, Jiang-Lun, Xiao, Ruidong, Zhan, Weijun
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications of Mathematics Approximation Calculus Calculus of Variations and Optimal Control Optimization Computational Mathematics and Numerical Analysis Control theory Differential equations Fractional calculus Mathematics Mathematics and Statistics Partial Differential Equations Probability Theory and Stochastic Processes Stability
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Zusammenfassung:	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.
ISSN:	0167-8019 1572-9036
DOI:	10.1007/s10440-022-00506-w