Finite-time stability of linear stochastic fractional-order systems with time delay

Abstract

Abstract This paper focuses on the finite-time stability of linear stochastic fractional-order systems with time delay for α ∈ ( 1 2 , 1 ) $\alpha \in (\frac{1}{2},1)$ . Under the generalized Gronwall inequality and stochastic analysis techniques, the finite-time stability of the solution for linear stochastic fractional-order systems with time delay is investigated. We give two illustrative examples to show the interest of the main results.

Keywords

• Generalized Gronwall inequality
• Caputo derivative