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Ulam–Hyers stability of Caputo type fractional stochastic neutral differential equations

Arzu Ahmadova and Nazim I. Mahmudov

Statistics & Probability Letters, 2021, vol. 168, issue C

Abstract: The novelty of this research work is to establish stability results in Ulam–Hyers sense for the nonlinear fractional stochastic neutral differential equations system with the aid of weighted maximum norm and Itô’s isometry in finite dimensional stochastic settings.

Keywords: Mittag-Leffler function; Caputo fractional differential operator; Stochastic neutral differential equation; Ulam–Hyers stability; Itô’s isometry (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (7)

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DOI: 10.1016/j.spl.2020.108949

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