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- W2770290312 abstract "Using a temporally weighted norm we first establish a result on the global existence and uniqueness of solutions for Caputo fractional stochastic differential equations of order $alphain(frac{1}{2},1)$ whose coefficients satisfy a standard Lipschitz condition. For this class of systems we then show that the asymptotic distance between two distinct solutions is greater than $t^{-frac{1-alpha}{2alpha}-eps}$ as $t to infty$ for any $eps>0$. As a consequence, the mean square Lyapunov exponent of an arbitrary non-trivial solution of a bounded linear Caputo fractional stochastic differential equation is always non-negative." @default.
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- W2770290312 date "2018-02-27" @default.
- W2770290312 modified "2023-10-14" @default.
- W2770290312 title "Asymptotic separation between solutions of Caputo fractional stochastic differential equations" @default.
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- W2770290312 doi "https://doi.org/10.1080/07362994.2018.1440243" @default.
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