Journal of Chaohu University ›› 2021, Vol. 23 ›› Issue (3): 38-45.doi: 10.12152/j.issn.1672-2868.2021.03.005

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The Stability of a Class Stochastic Fractional Differential Equations Driven by Lévy Noise

HOU Ting-ting, ZHANG Hui:Department of Electronic Engineering, Wanjiang College of Anhui Normal University   

  1. Department of Electronic Engineering, Wanjiang College of Anhui Normal University, Wuhu Anhui 241000
  • Received:2021-04-14 Online:2021-05-25 Published:2021-08-11

Abstract: In this paper, we discuss the stability with general decay rate of neutral stochastic fractional hybrid differential equations driven by Lévy noise. By using Lyapunov function, nonnegative semi-martingale convergence theorem and the theory of M-matrix, we propose sufficient conditions for the almost sure stability. We also give an upper bound of each coefficient at any state.

Key words: stochastic fractional differential equations, nonnegative semi-martingale convergence, Lévy noise

CLC Number: 

  • O211