The existence and finite-time stability for Caputo-type fractional stochastic differential equations
Source abstract
Abstract
In this article, our main purpose is to study a class of Caputo-type fractional stochastic differential equations, which are driven by m-dimensional Brownian motion. Based on Lipschitz and linear growth conditions, combined with Carathéodory approximation, the existence of solutions to the system is studied. Furthermore, using the properties of norm and the scaling technique of Jensen inequality, Hölder inequality and Burkholder–Davis–Gundy inequality, the results of finite-time stability are derived. At the end of this article, we give an example to illustrate the results.
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Affiliations
Department of Mathematics and Computer Science, Tongling University 1 , Tongling,
Department of Mathematics, Guizhou University 2 , Guiyang,
Funding
National Natural Science Foundation of China · Guizhou Provincial Science and Technology Department
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