Qualitative Analysis of Stochastic Caputo–Katugampola Fractional Differential Equations

Stochastic pantograph fractional differential equations (SPFDEs) combine three intricate components: stochastic processes, fractional calculus, and pantograph terms. These equations are important because they allow us to model and analyze systems with complex behaviors that traditional differential...

Full description

Saved in:
Bibliographic Details
Main Authors: Zareen A. Khan, Muhammad Imran Liaqat, Ali Akgül, J. Alberto Conejero
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/13/11/808
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Stochastic pantograph fractional differential equations (SPFDEs) combine three intricate components: stochastic processes, fractional calculus, and pantograph terms. These equations are important because they allow us to model and analyze systems with complex behaviors that traditional differential equations cannot capture. In this study, we achieve significant results for these equations within the context of Caputo–Katugampola derivatives. First, we establish the existence and uniqueness of solutions by employing the contraction mapping principle with a suitably weighted norm and demonstrate that the solutions continuously depend on both the initial values and the fractional exponent. The second part examines the regularity concerning time. Third, we illustrate the results of the averaging principle using techniques involving inequalities and interval translations. We generalize these results in two ways: first, by establishing them in the sense of the Caputo–Katugampola derivative. Applying condition <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>β</mi><mo>=</mo><mn>1</mn></mrow></semantics></math></inline-formula>, we derive the results within the framework of the Caputo derivative, while condition <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>β</mi><mo>→</mo><msup><mn>0</mn><mo>+</mo></msup></mrow></semantics></math></inline-formula> yields them in the context of the Caputo–Hadamard derivative. Second, we establish them in <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msup><mi>L</mi><mi>p</mi></msup></semantics></math></inline-formula> space, thereby generalizing the case for <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>p</mi><mo>=</mo><mn>2</mn></mrow></semantics></math></inline-formula>.
ISSN:2075-1680