MMN-3257
On the stability of solutions to conformable stochastic differential equations
Guanli Xiao; JinRong Wang;Abstract
In this paper, we study the stability of solutions to conformable stochastic differential equations. Firstly, we show the trivial solution are stochastic stable, stochastic asymptotically stable and almost surely exponentially stable, respectively. Secondly, we show the nontrivial solution are Ulam's type stable in the sense of probabilities. Finally, two examples and simulation are given to present the theoretically results.
Vol. 21 (2020), No. 1, pp. 509-523