Mean square Mittag-Leffler stability of fractional order stochastic system with time delay.

*(English)*Zbl 1446.93076This paper under review focus on the mean square Mittag-Leffler stability for a class of fractional order stochastic system with time delay. First, the definitions of mean square Mittag-Leffler stability of fractional order stochastic system is given. The main result is the existence and the mean square Mittag-Leffler stability for the fractional order stochastic system. The main tools include fractional calculus, the methods of
Lyapunov function, the Laplace transform technique and stochastic analysis theory.

Reviewer: Jing Cui (Wuhu)

##### MSC:

93E15 | Stochastic stability in control theory |

26A33 | Fractional derivatives and integrals |

93C43 | Delay control/observation systems |

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