Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
766779 | Communications in Nonlinear Science and Numerical Simulation | 2014 | 7 Pages |
Abstract
•A general class of linear fractional stochastic differential equations with time-varying delays is considered.•Using the method of semimartingale approximation, we prove a representation formula for the solution.•A sufficient condition for the exponential asymptotic behavior of solutions is provided.
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.
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Authors
Dung Nguyen,