On the asymptotic behavior of solutions to bilinear Caputo stochastic fractional differential equations

P.T. Huong and P.T. Anh

Statistics & Probability Letters, 2025, vol. 216, issue C

Abstract: In this paper, we focus on investigating the asymptotic behavior of solutions in a mean square sense to bilinear Caputo stochastic fractional differential equations (CSFDEs). The main tools in the proof include a variation of the constant formula for CSFDEs, the Jordan normal form of a matrix, the summation formula of Djrbashian type, and constructing a weighted norm in the associated Banach space.

Keywords: Stochastic fractional differential equations; Stochastic Volterra equations; Fractional calculus; Caputo derivative; Asymptotic behavior; Stability in the mean square sense (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110272

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