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

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  • Huong, P.T.
  • Anh, P.T.

Abstract

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.

Suggested Citation

  • Huong, P.T. & Anh, P.T., 2025. "On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations," Statistics & Probability Letters, Elsevier, vol. 216(C).
    • Handle: RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002414
    DOI: 10.1016/j.spl.2024.110272
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    References listed on IDEAS

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    1. Anh, P.T. & Doan, T.S. & Huong, P.T., 2019. "A variation of constant formula for Caputo fractional stochastic differential equations," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 351-358.
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