Hyers–Ulam stability for a class of Hadamard fractional Itô–Doob stochastic integral equations
Omar Kahouli,
Abdellatif Ben Makhlouf,
Lassaad Mchiri and
Hafedh Rguigui
Chaos, Solitons & Fractals, 2023, vol. 166, issue C
Abstract:
Our goal in this work is to demonstrate the existence and uniqueness of the solution to a class of Hadamard Fractional Itô–Doob Stochastic integral equations (HFIDSIE) of order φ∈(0,1) via the fixed point technique (FPT). Hyers–Ulam stability (HUS) is investigated for HFIDSIE according to the Gronwall inequality. Two theoretical examples are provided to illustrate our results.
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010979
DOI: 10.1016/j.chaos.2022.112918
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