Asymptotic stability of fractional order (1,2] stochastic delay differential equations in Banach spaces

Abstract

• In this article we have studied the asymptotic stability and mean square stability of fractional-order (1,2] stochastic differential equations (SDEs). • We have considered the family of SDEs with variable delay in state. • For obtaining main results we used Banach fixed point theorem and imposed Lipschitz condition on nonlinearity. • Results are advanced and weighted enough as a contribution to stability theory of fractional SDEs. In this article, we discuss the asymptotic stability and mean square stability of stochastic differential equations of fractional-order 1 < α ≤ 2 . We have considered the family of stochastic differential equations with variable delay in the state. For proving our main results, we apply the Banach fixed point theorem and imposed the Lipschitz condition on nonlinearity. Finally, we present an example to illustrate the obtained theory.