Title: Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion

Authors: K. Dhanalakshmi; P. Balasubramaniam

Addresses: Department of Mathematics, The Gandhigram Rural Institute (Deemed to be University), Gandhigram – 624 302, Tamil Nadu, India ' Department of Mathematics, The Gandhigram Rural Institute (Deemed to be University), Gandhigram – 624 302, Tamil Nadu, India

Abstract: In this manuscript, stability result for fractional neutral stochastic differential system is established subject to mixed fractional Brownian motion (fBm). Sufficient condition for stability result is derived based on the pth mean square norm, fixed point theorem and help of new integral inequality. An example is also given to illustrate the effectiveness of the obtained theory.

Keywords: FDEs; fractional differential equations; mild solution; neutral stochastic differential equation; exponential stability; fractional Brownian motion; fixed point theorem; pth mean square norm; stochastic differential equation; Hurst index; Lyapunov stability.

DOI: 10.1504/IJDSDE.2021.120045

International Journal of Dynamical Systems and Differential Equations, 2021 Vol.11 No.5/6, pp.497 - 513

Received: 10 Apr 2019
Accepted: 04 Oct 2019
Published online: 05 Jan 2022 *

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