Title of article :
Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays
Author/Authors :
Nguyen، نويسنده , , Dung، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
In this paper we give a sufficient condition for the exponential asymptotic behavior of solutions of a general class of linear fractional stochastic differential equations with time-varying delays. Our obtained results allow us to employ the theories developed for the deterministic systems and to illustrate this, some examples are provided.
Keywords :
Fractional Brownian motion , asymptotic behavior , Stochastic delay differential equation
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Journal title :
Communications in Nonlinear Science and Numerical Simulation