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Finite-Time Stability of Linear Conformable Stochastic Differential Equation with Finite Delay

Mohamed Rhaima, Lassaad Mchiri, A. Ben Makhlouf and Jesus M. Munoz-Pacheco

Complexity, 2023, vol. 2023, 1-9

Abstract: This paper investigates the finite-time stability (FTS) of a linear conformable stochastic differential equation with finite delay (LCSDEwFD). We use the Banach fixed point theorem (BFPT) to prove the existence and uniqueness of the solution and analyze the FTS of the system using the Gronwall inequalities. To demonstrate the practical value of our approach, we provide two numerical examples that showcase the relevance and effectiveness of our theoretical results.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:9713757

DOI: 10.1155/2023/9713757

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