Controllability of fractional stochastic delay dynamical systems
Abstract
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus, we investigate new results on existence and uniqueness of mild solutions with the help of weighted maximum norm to fractional stochastic time-delay differential equations whose coefficients satisfy standard Lipschitz conditions. The main points in the proof are to apply Ito's isometry and martingale representation theorem, and to show the notion of a coincidence between the integral equation and the mild solution. Finally, we study complete controllability results for linear and nonlinear fractional stochastic delay dynamical systems with Wiener noise.
Keywords
Cite
@article{arxiv.2009.10654,
title = {Controllability of fractional stochastic delay dynamical systems},
author = {Arzu Ahmadova and Ismail T. Huseynov and Nazim I. Mahmudov},
journal= {arXiv preprint arXiv:2009.10654},
year = {2020}
}