二阶分数阶随机积分微分方程的指数稳定性

IF 0.8 4区数学 Q2 MATHEMATICS

Filomat Pub Date : 2023-01-01 DOI:10.2298/fil2309699d

K. Dhanalakshmi, P. Balasubramaniam

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引用次数: 0

摘要

本文研究了次分数阶布朗运动驱动的二阶分数阶随机积分微分方程的指数稳定性。通过构造一个逐次逼近方法，利用随机分析技术和分数阶微积分给出了二阶FSIDEs的p阶矩指数稳定性结果。最后，通过算例对所得理论结果进行了说明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Exponential stability of second-order fractional stochastic integro-differential equations

In this paper studies the exponential stability result is derived for the second-order fractional stochastic integro-differential equations (FSIDEs) driven by sub-fractional Brownian motion (sub-fBm). By constructing a successive approximation method, we present pth moment exponential stability result of second-order FSIDEs using stochastic analysis techniques and fractional calculus (FC). At last, an example is demonstrated to illustrate the obtained theoretical result.

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