On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations

被引：0
|
作者：
Huong, P. T. [1 ]
Anh, P. T. [1 ]
机构：
[1] Le Quy Don Tech Univ, Dept Math, 236 Hoang Quoc Viet, Hanoi, Vietnam
来源：
STATISTICS & PROBABILITY LETTERS | 2025年 / 216卷
关键词：
Stochastic fractional differential equations; Stochastic Volterra equations; Fractional calculus; Caputo derivative; Asymptotic behavior; Stability in the mean square sense;
D O I：
10.1016/j.spl.2024.110272
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we focus on investigating the asymptotic behavior of solutions in a mean square sense to bilinear Caputo stochastic fractional differential equations (CSFDEs). The main tools in the proof include a variation of the constant formula for CSFDEs, the Jordan normal form of a matrix, the summation formula of Djrbashian type, and constructing a weighted norm in the associated Banach space.
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页数：8
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