MMN-3600
Asymptotic stability analysis of Riemann-Liouville fractional stochastic neutral differential equations
Arzu Ahmadova; Nazim I. Mahmudov;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 \alpha in (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 the help of the theory of fractional differential equations,
some properties of Mittag-Leffler functions and asymptotic analysis under the assumption that
the corresponding fractional stochastic differential equation system is asymptotically stable.
Vol. 22 (2021), No. 2, pp. 503-520
DOI: 10.18514/MMN.2021.3600