Exponential stability of second-order fractional stochastic integro-differential equations

Abstract

In this paper studies the exponential stability result is derived for the second-order fractional stochastic integro-differential equations (FSIDEs) driven by sub-fractional Brownian motion (sub-fBm). By constructing a successive approximation method, we present pth moment exponential stability result of second-order FSIDEs using stochastic analysis techniques and fractional calculus (FC). At last, an example is demonstrated to illustrate the obtained theoretical result.