<p>We study a class of stochastic Caputo fractional evolution equations with additive <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(Q\)</EquationSource> <EquationSource Format="MATHML"><math> <mi>Q</mi> </math></EquationSource> </InlineEquation>-Wiener noise in a separable Hilbert space. By combining sectorial operator theory with tools from fractional calculus, we employ a Green–Caputo representation for mild solutions. Using this representation, we establish well-posedness, moment estimates, and mean-square stability properties. We also investigate Hyers–Ulam–Rassias stability in the mean-square setting and provide sufficient conditions for this property. In addition, we introduce a Green–Caputo type time-stepping scheme and analyze its strong convergence and discrete stability behavior. Numerical experiments are presented to support the theoretical results.</p>

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Mean-square and Hyers–Ulam–Rassias stability for stochastic fractional evolution equations

  • Erkan Nane,
  • Nguyen Duc Phuong

摘要

We study a class of stochastic Caputo fractional evolution equations with additive \(Q\) Q -Wiener noise in a separable Hilbert space. By combining sectorial operator theory with tools from fractional calculus, we employ a Green–Caputo representation for mild solutions. Using this representation, we establish well-posedness, moment estimates, and mean-square stability properties. We also investigate Hyers–Ulam–Rassias stability in the mean-square setting and provide sufficient conditions for this property. In addition, we introduce a Green–Caputo type time-stepping scheme and analyze its strong convergence and discrete stability behavior. Numerical experiments are presented to support the theoretical results.