Ulam–Hyers Stability of Caputo-Type Fractional Stochastic Differential Equations with Time Delays
Author(s) -
Xue Wang,
Danfeng Luo,
Zhiguo Luo,
Akbar Zada
Publication year - 2021
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2021/5599206
Subject(s) - mathematics , uniqueness , lipschitz continuity , type (biology) , stability (learning theory) , stress (linguistics) , pure mathematics , mathematical analysis , computer science , speech recognition , ecology , machine learning , biology
In this paper, we study a class of Caputo-type fractional stochastic differential equations (FSDEs) with time delays. Under some new criteria, we get the existence and uniqueness of solutions to FSDEs by Carathe odory approximation. Furthermore, with the help of H€ older’s inequality, Jensen’s inequality, Ito isometry, and Gronwall’s inequality, the Ulam–Hyers stability of the considered system is investigated by using Lipschitz condition and non-Lipschitz condition, respectively. As an application, we give two representative examples to show the validity of our theories.
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