Asymptotic Separation of Solutions to Fractional Stochastic Multi-Term Differential Equations

In this paper, we study the exact asymptotic separation rate of two distinct solutions of Caputo stochastic multi-term differential equations (Caputo SMTDEs). Our goal in this paper is to establish results of the global existence and uniqueness and continuity dependence of the initial values of the...

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Bibliographic Details
Main Authors: Arzu Ahmadova, Nazim I. Mahmudov
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/5/4/256
Description
Summary:In this paper, we study the exact asymptotic separation rate of two distinct solutions of Caputo stochastic multi-term differential equations (Caputo SMTDEs). Our goal in this paper is to establish results of the global existence and uniqueness and continuity dependence of the initial values of the solutions to Caputo SMTDEs with non-permutable matrices of order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>α</mi><mo>∈</mo><mo>(</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula> and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>β</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula> whose coefficients satisfy a standard Lipschitz condition. For this class of systems, we then show the asymptotic separation property between two different solutions of Caputo SMTDEs with a more general condition based on <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>λ</mi></semantics></math></inline-formula>. Furthermore, the asymptotic separation rate for the two distinct mild solutions reveals that our asymptotic results are general.
ISSN:2504-3110