ON THE STABILITY OF SOLUTIONS TO CONFORMABLE STOCHASTIC DIFFERENTIAL EQUATIONS

摘要

In this paper, we study the stability of solutions to conformable stochastic differential equations. Firstly, we show the trivial solution are stochastially stable, stochastically asymptotically stable and almost surely exponentially stable, respectively. Secondly, we show the nontrivial solution are Ulam's type stable in the sense of probabilities. Finally, two examples are given to present the theoretically results.