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Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations

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  • Ahmadova, Arzu
  • Mahmudov, Nazim I.

Abstract

The novelty of this research work is to establish stability results in Ulam–Hyers sense for the nonlinear fractional stochastic neutral differential equations system with the aid of weighted maximum norm and Itô’s isometry in finite dimensional stochastic settings.

Suggested Citation

  • Ahmadova, Arzu & Mahmudov, Nazim I., 2021. "Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations," Statistics & Probability Letters, Elsevier, vol. 168(C).
  • Handle: RePEc:eee:stapro:v:168:y:2021:i:c:s0167715220302522
    DOI: 10.1016/j.spl.2020.108949
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    References listed on IDEAS

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    1. Liu, Kui & Wang, JinRong & Zhou, Yong & O’Regan, Donal, 2020. "Hyers–Ulam stability and existence of solutions for fractional differential equations with Mittag–Leffler kernel," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
    2. Ahmadova, Arzu & Mahmudov, Nazim I., 2020. "Existence and uniqueness results for a class of fractional stochastic neutral differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
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    Cited by:

    1. Abdelhamid Mohammed Djaouti & Zareen A. Khan & Muhammad Imran Liaqat & Ashraf Al-Quran, 2024. "A Study of Some Generalized Results of Neutral Stochastic Differential Equations in the Framework of Caputo–Katugampola Fractional Derivatives," Mathematics, MDPI, vol. 12(11), pages 1-20, May.
    2. 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).
    3. Abdellatif Ben Makhlouf & Lassaad Mchiri & Hakeem A. Othman & Hafedh M. S. Rguigui & Salah Boulaaras, 2023. "Proportional Itô–Doob Stochastic Fractional Order Systems," Mathematics, MDPI, vol. 11(9), pages 1-14, April.
    4. Rhaima, Mohamed, 2023. "Ulam–Hyers stability for an impulsive Caputo–Hadamard fractional neutral stochastic differential equations with infinite delay," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 210(C), pages 281-295.
    5. 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).
    6. Rhaima, Mohamed & Mchiri, Lassaad & Ben Makhlouf, Abdellatif & Ahmed, Hassen, 2024. "Ulam type stability for mixed Hadamard and Riemann–Liouville Fractional Stochastic Differential Equations," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
    7. Zhenyu Bai & Chuanzhi Bai, 2024. "Hyers–Ulam Stability of Caputo Fractional Stochastic Delay Differential Systems with Poisson Jumps," Mathematics, MDPI, vol. 12(6), pages 1-14, March.

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