摘要：In this paper, we study a class of stochastic fractional differential equations. We first establish a novel comparison principle for such equations. Then, we use the new comparison principle to obtain some stability criteria, which include the stability in probability, uniform stability in probability, asymptotic stability in probability, and p th moment exponential stability. Finally, an example is provided to illustrate the obtained results.
关键词：comparison principle ; stochastic fractional differential equation ; stability in probability ; uniform stability in probability ; asymptotic stability in probability ; p th moment exponential stability
