On Existence and Continuity Results of Solution for Multi-time Scale Fractional Stochastic Differential Equation

Abdulwasea Alkhazzan, Jungang Wang, Cemil Tunç, Xiaoli Ding, Zhanbin Yuan, Yufeng Nie

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

In this paper, we study four critical aspects of a new class of multi-time scale nonlinear fractional stochastic differential equations with fractional integral in the sense of Riemann Liouville. A primary goal of this paper is to investigate the existence, uniqueness, Ulam-Hyers stability, and continuity of the solutions under sufficient assumptions using the Banach contraction theorem. At the end of the paper, a specific example is provided to demonstrate the efficiency and effectiveness of the new results of this paper.

Original languageEnglish
Article number49
JournalQualitative Theory of Dynamical Systems
Volume22
Issue number2
DOIs
StatePublished - Jun 2023

Keywords

  • Continuity of solution
  • Existence
  • Riemann Liouville’s fractional integral
  • Stochastic differential equations
  • Ulam-Hyers stability
  • Uniqueness

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