Work

Finite-Time Stability for a Class of Fractional Itô–Doob Stochastic Time Delayed Systems

Year: 2025

Type: article

Abstract: This paper addresses the finite-time stability of a class of fractional Itô–Doob stochastic systems with time delays. Novel stability criteria are established using a combination of Gronwall-type, Hölder’s, and Burkholder–Davis–Gundy (BDG) inequalities, thereby generalizing classical integer-order stability theory to the fractional domain. Furthermore, the analysis uniquely integrates stochastic perturbations and time delays, providing a comprehensive framework for systems exhibiting both memory and randomness. The effectiveness of the proposed approach is demonstrated through a numerical example of a three-dimensional stochastic delayed system with fractional dynamics.

Source: Fractal and Fractional

DOI: 10.3390/fractalfract9110683

Authors: Wissam Ghoul, Hussien Albala, Hamid Boulares, Faycal Bouchelaghem, Abdelkader Moumen

Institutions: University of Guelma, King Khalid University, Badji Mokhtar-Annaba University, University of Ha'il

Language: English

Topic: Stability and Control of Uncertain Systems

Subfield: Control and Systems Engineering

Field: Engineering

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $3,258

Funder: King Khalid University