Ulam–Hyers stability of fractional Itô–Doob stochastic differential equations
Copyright policy )Ulam–Hyers stability of fractional Itô–Doob stochastic differential equations
This article is devoted to prove the existence and uniqueness (EU) of solution of fractional Itô–Doob stochastic differential equations (FIDSDE) with order by using the fixed point technique (FPT). We analyze the Ulam–Hyers stability (UHS) of FIDSDE by using the Gronwall inequality (GI) and the stochastic analysis techniques. We present an application of our results by two theoretical examples.
- University of Sfax Tunisia
- University of Évry Val d'Essonne France
Ordinary differential equations and systems with randomness, Gronwall inequality, fixed point technique, fractional Itô-Doob, Fractional ordinary differential equations, fractional calculus, Ulam-Hyers stability, stochastic differential equations, Stochastic ordinary differential equations (aspects of stochastic analysis)
Ordinary differential equations and systems with randomness, Gronwall inequality, fixed point technique, fractional Itô-Doob, Fractional ordinary differential equations, fractional calculus, Ulam-Hyers stability, stochastic differential equations, Stochastic ordinary differential equations (aspects of stochastic analysis)
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