Nonlinear Functional Analysis and Applications

Kyungnam University, Department of Mathematics Eduaction (경남대학교 수학교육과)
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EXISTENCE AND STABILITY RESULTS FOR STOCHASTIC FRACTIONAL NEUTRAL DIFFERENTIAL EQUATIONS WITH GAUSSIAN NOISE AND LÉVY NOISE

  • P. Umamaheswari (Department of Mathematics, Dr.N.G.P. Arts and Science College) ;
  • K. Balachandran (Department of Mathematics, Bharathiar University) ;
  • N. Annapoorani (Department of Mathematics, Bharathiar University) ;
  • Daewook Kim (Department of Mathematics Education, Seowon University)
  • Received : 2022.06.19
  • Accepted : 2022.09.07
  • Published : 2023.06.15
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Abstract

In this paper we prove the existence and uniqueness of solution of stochastic fractional neutral differential equations with Gaussian noise or Lévy noise by using the Picard-Lindelöf successive approximation scheme. Further stability results of nonlinear stochastic fractional dynamical system with Gaussian and Lévy noises are established. Examples are provided to illustrate the theoretical results.

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References

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