Stability for a class of semilinear fractional stochastic integral equations
Probability
2015-10-07 v1
Abstract
In this paper we study some stability criteria for some semilinear integral equations with a function as initial condition and with additive noise, which is a Young integral that could be a functional of fractional Brownian motion. Namely, we consider stability in the mean, asymptotic stability, stability, global stability and Mittag-Leffler stability. To do so, we use comparison results for fractional equations and an equation (in terms of Mittag-Leffler functions) whose family of solutions includes those of the underlying equation.
Keywords
Cite
@article{arxiv.1510.01618,
title = {Stability for a class of semilinear fractional stochastic integral equations},
author = {Allan Fiel and Jorge A. León and David Márquez-Carreras},
journal= {arXiv preprint arXiv:1510.01618},
year = {2015}
}
Comments
18 pages