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Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise

Guangjun Shen, Jiang-lun Wu, Ruidong Xiao, Weijun Zhan

Acta Applicandae Mathematicae, Volume: 180, Issue: 1

Swansea University Author: Jiang-lun Wu

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DOI (Published version): 10.1007/s10440-022-00506-w

Abstract

In this paper, stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by L\'levy noise is studied. Three types of stability, namely, stochastic stability, almost sure exponential stability, and moment exponential stability, of the fractional equat...

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Published in: Acta Applicandae Mathematicae
ISSN: 0167-8019 1572-9036
Published: Springer Nature Switzerland AG Springer Science and Business Media LLC 2022
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URI: https://cronfa.swan.ac.uk/Record/cronfa60140
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last_indexed 2023-01-11T14:41:54Z
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spelling v2 60140 2022-06-07 Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise dbd67e30d59b0f32592b15b5705af885 Jiang-lun Wu Jiang-lun Wu true false 2022-06-07 In this paper, stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by L\'levy noise is studied. Three types of stability, namely, stochastic stability, almost sure exponential stability, and moment exponential stability, of the fractional equation are established. Examples are given to illustrate and to support our results. Journal Article Acta Applicandae Mathematicae 180 1 Springer Science and Business Media LLC Springer Nature Switzerland AG 0167-8019 1572-9036 Fractional derivative of Riemann-Liouville type · Stochastic fractional differential equations with non-Lipschitz coefficients · Lévy noise · Stochastic stability · Almost sure exponential stability · Moment exponential stability 21 6 2022 2022-06-21 10.1007/s10440-022-00506-w COLLEGE NANME COLLEGE CODE Swansea University Other This research was supported by the National Natural Science Foundation of China (12071003). This research was also supported by the Top Talent Project of University Discipline (speciality) (gxbjZD03) and by the National Natural Science Foundation of China (11901005). 2024-07-10T13:36:38.2403741 2022-06-07T13:22:27.2118392 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Guangjun Shen 1 Jiang-lun Wu 2 Ruidong Xiao 3 Weijun Zhan 4 60140__24244__ed526f5559344e2390417ea3fd34312f.pdf ShenWuXiaoZhan.pdf 2022-06-07T13:32:13.9477603 Output 326721 application/pdf Accepted Manuscript true 2023-06-21T00:00:00.0000000 true eng
title Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
spellingShingle Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
Jiang-lun Wu
title_short Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
title_full Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
title_fullStr Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
title_full_unstemmed Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
title_sort Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Guangjun Shen
Jiang-lun Wu
Ruidong Xiao
Weijun Zhan
format Journal article
container_title Acta Applicandae Mathematicae
container_volume 180
container_issue 1
publishDate 2022
institution Swansea University
issn 0167-8019
1572-9036
doi_str_mv 10.1007/s10440-022-00506-w
publisher Springer Science and Business Media LLC
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
description In this paper, stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by L\'levy noise is studied. Three types of stability, namely, stochastic stability, almost sure exponential stability, and moment exponential stability, of the fractional equation are established. Examples are given to illustrate and to support our results.
published_date 2022-06-21T13:36:37Z
_version_ 1804195591570325504
score 11.037056

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