A NEW GRONWALL-BELLMAN TYPE INTEGRAL INEQUALITY AND ITS APPLICATION TO FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATION

TitleA NEW GRONWALL-BELLMAN TYPE INTEGRAL INEQUALITY AND ITS APPLICATION TO FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATION
Publication TypeJournal Article
Year of Publication2019
AuthorsRAFEEQ SOBIA, HUSSAIN SABIR
JournalDynamic Systems and Applications
Volume28
Issue2
Start Page259
Pagination16
Date Published02/2019
ISSN1056-2176
AMS Subject Classification26D10, 34A34, 39B72
Abstract

A Gronwall-Bellman type fractional integral inequality has been derived which is a generalization of already existing result. We also discussed the certain characteristics of the solution of a stochastic differential equation with the help of derived result.

PDFhttps://acadsol.eu/dsa/articles/28/2/3.pdf
DOI10.12732/dsa.v28i2.3
Refereed DesignationRefereed
Full Text

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