IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v12y2024i11p1654-d1401509.html
   My bibliography  Save this article

A Study of Some Generalized Results of Neutral Stochastic Differential Equations in the Framework of Caputo–Katugampola Fractional Derivatives

Author

Listed:
  • Abdelhamid Mohammed Djaouti

    (Department of Mathematics and Statistics, Faculty of Sciences, King Faisal University, Hofuf 31982, Saudi Arabia
    These authors contributed equally to this work.)

  • Zareen A. Khan

    (Department of Mathematical Sciences, College of Science, Princess Nourah bint Abdulrahman University, P.O. Box 84428, Riyadh 11671, Saudi Arabia
    These authors contributed equally to this work.)

  • Muhammad Imran Liaqat

    (Abdus Salam School of Mathematical Sciences, Government College University, 68-B, New Muslim Town, Lahore 54600, Pakistan
    These authors contributed equally to this work.)

  • Ashraf Al-Quran

    (Department of Mathematics and Statistics, Faculty of Sciences, King Faisal University, Hofuf 31982, Saudi Arabia
    These authors contributed equally to this work.)

Abstract

Inequalities serve as fundamental tools for analyzing various important concepts in stochastic differential problems. In this study, we present results on the existence, uniqueness, and averaging principle for fractional neutral stochastic differential equations. We utilize Jensen, Burkholder–Davis–Gundy, Grönwall–Bellman, Hölder, and Chebyshev–Markov inequalities. We generalize results in two ways: first, by extending the existing result for p = 2 to results in the L p space; second, by incorporating the Caputo–Katugampola fractional derivatives, we extend the results established with Caputo fractional derivatives. Additionally, we provide examples to enhance the understanding of the theoretical results we establish.

Suggested Citation

  • 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.
    • Handle: RePEc:gam:jmathe:v:12:y:2024:i:11:p:1654-:d:1401509
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/12/11/1654/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2227-7390/12/11/1654/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Ahmadova, Arzu & Mahmudov, Nazim I., 2021. "Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations," Statistics & Probability Letters, Elsevier, vol. 168(C).
    2. Md Rafiul Islam & Angela Peace & Daniel Medina & Tamer Oraby, 2020. "Integer Versus Fractional Order SEIR Deterministic and Stochastic Models of Measles," IJERPH, MDPI, vol. 17(6), pages 1-19, March.
    3. Singh, Ajeet & Shukla, Anurag & Vijayakumar, V. & Udhayakumar, R., 2021. "Asymptotic stability of fractional order (1,2] stochastic delay differential equations in Banach spaces," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
    4. Xiao, Guanli & Wang, JinRong & O’Regan, Donal, 2020. "Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    5. Roberto Garrappa & Eva Kaslik & Marina Popolizio, 2019. "Evaluation of Fractional Integrals and Derivatives of Elementary Functions: Overview and Tutorial," Mathematics, MDPI, vol. 7(5), pages 1-21, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. Gautam, Pooja & Shukla, Anurag, 2023. "Stochastic controllability of semilinear fractional control differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
    3. Shiri, Babak & Baleanu, Dumitru, 2023. "All linear fractional derivatives with power functions’ convolution kernel and interpolation properties," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    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. Kavitha, K. & Vijayakumar, V. & Shukla, Anurag & Nisar, Kottakkaran Sooppy & Udhayakumar, R., 2021. "Results on approximate controllability of Sobolev-type fractional neutral differential inclusions of Clarke subdifferential type," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
    6. Virginia Kiryakova, 2021. "A Guide to Special Functions in Fractional Calculus," Mathematics, MDPI, vol. 9(1), pages 1-40, January.
    7. Ruslan Abdulkadirov & Pavel Lyakhov & Nikolay Nagornov, 2023. "Survey of Optimization Algorithms in Modern Neural Networks," Mathematics, MDPI, vol. 11(11), pages 1-37, May.
    8. Dossan Baigereyev & Dinara Omariyeva & Nurlan Temirbekov & Yerlan Yergaliyev & Kulzhamila Boranbek, 2022. "Numerical Method for a Filtration Model Involving a Nonlinear Partial Integro-Differential Equation," Mathematics, MDPI, vol. 10(8), pages 1-24, April.
    9. Dineshkumar, C. & Udhayakumar, R. & Vijayakumar, V. & Shukla, Anurag & Nisar, Kottakkaran Sooppy, 2021. "A note on approximate controllability for nonlocal fractional evolution stochastic integrodifferential inclusions of order r∈(1,2) with delay," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    10. 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).
    11. Oraby, T. & Suazo, E. & Arrubla, H., 2023. "Probabilistic solutions of fractional differential and partial differential equations and their Monte Carlo simulations," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    12. Shukla, Anurag & Vijayakumar, V. & Nisar, Kottakkaran Sooppy, 2022. "A new exploration on the existence and approximate controllability for fractional semilinear impulsive control systems of order r∈(1,2)," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
    13. Daşbaşı, Bahatdin, 2023. "Fractional order bacterial infection model with effects of anti-virulence drug and antibiotic," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    14. Virginia Kiryakova, 2020. "Unified Approach to Fractional Calculus Images of Special Functions—A Survey," Mathematics, MDPI, vol. 8(12), pages 1-35, December.
    15. Ali, Hegagi Mohamed & Ameen, Ismail Gad & Gaber, Yasmeen Ahmed, 2024. "The effect of curative and preventive optimal control measures on a fractional order plant disease model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 220(C), pages 496-515.
    16. Ameen, Ismail Gad & Baleanu, Dumitru & Ali, Hegagi Mohamed, 2022. "Different strategies to confront maize streak disease based on fractional optimal control formulation," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    17. Lu Zhang & Caishi Wang & Jinshu Chen, 2023. "Interacting Stochastic Schrödinger Equation," Mathematics, MDPI, vol. 11(6), pages 1-16, March.
    18. Svetozar Margenov & Nedyu Popivanov & Iva Ugrinova & Tsvetan Hristov, 2023. "Differential and Time-Discrete SEIRS Models with Vaccination: Local Stability, Validation and Sensitivity Analysis Using Bulgarian COVID-19 Data," Mathematics, MDPI, vol. 11(10), pages 1-26, May.
    19. Ngueuteu Mbouna, S.G. & Banerjee, Tanmoy & Yamapi, René & Woafo, Paul, 2022. "Diverse chimera and symmetry-breaking patterns induced by fractional derivation effect in a network of Stuart-Landau oscillators," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    20. 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).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:12:y:2024:i:11:p:1654-:d:1401509. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.