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arXiv · 1510.01618

Stability for a class of semilinear fractional stochastic integral equations

Allan Fiel·Jorge A. León·David Márquez-Carreras
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Abstract

In this paper we study some stability criteria for some semilinear integral equations with a function as initial condition and with additive noise, which is a Young integral that could be a functional of fractional Brownian motion. Namely, we consider stability in the mean, asymptotic stability, stability, global stability and Mittag-Leffler stability. To do so, we use comparison results for fractional equations and an equation (in terms of Mittag-Leffler functions) whose family of solutions includes those of the underlying equation.

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Allan Fiel, Jorge A. León, David Márquez-Carreras. 2015-10-06. Stability for a class of semilinear fractional stochastic integral equations. https://arxiv.org/abs/1510.01618

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