2021
DOI: 10.18514/mmn.2021.3600
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Asymptotic stability analysis of Riemann-Liouville fractional stochastic neutral differential equations

Abstract: The novelty of our paper is to establish results on asymptotic stability of mild solutions in pth moment to Riemann-Liouville fractional stochastic neutral differential equations (for short Riemann-Liouville FSNDEs) of order α ∈ ( 1 2 , 1) using a Banach's contraction mapping principle. The core point of this paper is to derive the mild solution of FSNDEs involving Riemann-Liouville fractional time-derivative by applying the stochastic version of variation of constants formula. The results are obtained with th… Show more

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Cited by 4 publications
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