13 citations · 21 across the 15 of their papers we have counts for
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Asymptotic stability analysis of Riemann-Liouville fractional stochastic neutral differential equations
Arzu Ahmadova, Nazim Mahmudov
The novelty of our paper is to establish results on asymptotic stability of mild solutions in th moment to Riemann-Liouville fractional stochastic neutral differential equations…
Some Results on Backward Stochastic Differential Equations of Fractional Order
Nazim I. Mahmudov, Arzu Ahmadova
In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short),…
Picard approximation of a singular backward stochastic nonlinear Volterra integral equation
Arzu Ahmadova, Nazim I. Mahmudov
Backward stochastic differential equations (BSDEs) belong nowadays to the most frequently studied equations in stochastic analysis and computational stochastics. In this paper we p…
Asymptotic behavior of solutions to fractional stochastic multi-term differential equation systems involving non-permutable matrices
Arzu Ahmadova, Nazim I. Mahmudov
In this paper, we study the exact asymptotic separation rate of two distinct solutions of Caputo stochastic multi-term differential equations (Caputo SMTDEs for short). Our goal in…