Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion. (15th December 2021)

• Record Type: Journal Article
• Authors: Dhanalakshmi, K.; Balasubramaniam, P.
• Is Part Of: International journal of dynamical systems and differential equations. Volume 11:Number 5/6(2021)
• Page Start: 497
• Page End: 513
• Publication Date: 2021-12-15
• Subjects: FDEs -- fractional differential equations -- mild solution -- neutral stochastic differential equation -- exponential stability -- fractional Brownian motion -- fixed point theorem -- pth mean square norm -- stochastic differential equation -- Hurst index -- Lyapunov stability; Differential equations -- Periodicals; 515.35
• Languages: English
• ISSNs: 1752-3583

Abstract

In this manuscript, stability result for fractional neutral stochastic differential system is established subject to mixed fractional Brownian motion (fBm). Sufficient condition for stability result is derived based on the pth mean square norm, fixed point theorem and help of new integral inequality. An example is also given to illustrate the effectiveness of the obtained theory.