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- W4377115872 abstract "Mathematics plays an important role in many fields of finance. In particular, it presents theories and tools widely used in all areas of finance. Moreover, fractional Brownian motion (fBm) and related stochastic systems have been used to model stock prices and other phenomena in finance due to the long memory property of such systems. This manuscript provides the exponential stability of fractional-order Large-Scale neutral stochastic delay systems with fBm. Based on fractional calculus (FC), Rn stochastic space and Banach fixed point theory, sufficiently useful conditions are derived for the existence of solution and exponential stability results. In this study, we tackle the nonlinear terms of the considered systems by applying local assumptions. Finally, to verify the theoretical results, a numerical simulation is provided." @default.
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- W4377115872 date "2023-05-19" @default.
- W4377115872 modified "2023-10-17" @default.
- W4377115872 title "Exponential Stability of Fractional Large-Scale Neutral Stochastic Delay Systems with Fractional Brownian Motion" @default.
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- W4377115872 doi "https://doi.org/10.3390/jrfm16050278" @default.
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