Asymptotic separation between solutions of Caputo fractional stochastic differential equations.

What is it about?

Using a temporally weighted norm, we first establish a result on the global existence and uniqueness of solutions for Caputo fractional stochastic differential equations of order whose coefficients satisfy a standard Lipschitz condition. For this class of systems, we then show that the asymptotic distance between two distinct solutions is greater than as t → ∞ for any ϵ > 0. As a consequence, the mean square Lyapunov exponent of an arbitrary non-trivial solution of a bounded linear Caputo fractional stochastic differential equation is always non-negative.

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