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

Abstract

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 α∈(12,1) and β∈(0,1) 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 λ. Furthermore, the asymptotic separation rate for the two distinct mild solutions reveals that our asymptotic results are general.

Keywords

• asymptotic separation
• Caputo stochastic multi-term differential equations
• existence and uniqueness
• continuous dependence on initial conditions
• non-permutable matrices