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Hyers–Ulam stability for a class of Hadamard fractional Itô–Doob stochastic integral equations

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  • Kahouli, Omar
  • Ben Makhlouf, Abdellatif
  • Mchiri, Lassaad
  • Rguigui, Hafedh

Abstract

Our goal in this work is to demonstrate the existence and uniqueness of the solution to a class of Hadamard Fractional Itô–Doob Stochastic integral equations (HFIDSIE) of order φ∈(0,1) via the fixed point technique (FPT). Hyers–Ulam stability (HUS) is investigated for HFIDSIE according to the Gronwall inequality. Two theoretical examples are provided to illustrate our results.

Suggested Citation

  • Kahouli, Omar & Ben Makhlouf, Abdellatif & Mchiri, Lassaad & Rguigui, Hafedh, 2023. "Hyers–Ulam stability for a class of Hadamard fractional Itô–Doob stochastic integral equations," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    • Handle: RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010979
    DOI: 10.1016/j.chaos.2022.112918
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    References listed on IDEAS

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    1. M. Abu-Shady & Mohammed K. A. Kaabar, 2021. "A Generalized Definition of the Fractional Derivative with Applications," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-9, October.
    2. Pedjeu, Jean-C. & Ladde, Gangaram S., 2012. "Stochastic fractional differential equations: Modeling, method and analysis," Chaos, Solitons & Fractals, Elsevier, vol. 45(3), pages 279-293.
    3. Ahmadova, Arzu & Mahmudov, Nazim I., 2021. "Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations," Statistics & Probability Letters, Elsevier, vol. 168(C).
    4. Abouagwa, Mahmoud & Liu, Jicheng & Li, Ji, 2018. "Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type," Applied Mathematics and Computation, Elsevier, vol. 329(C), pages 143-153.
    5. Ben Makhlouf, Abdellatif & Mchiri, Lassaad, 2022. "Some results on the study of Caputo–Hadamard fractional stochastic differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
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