Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
From MaRDI portal
Publication:1628385
DOI10.1186/s13662-016-1018-9zbMath1419.60047OpenAlexW2562888497WikidataQ59465362 ScholiaQ59465362MaRDI QIDQ1628385
Xinzhi Liu, Xia Zhou, Shou-ming Zhong
Publication date: 4 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-016-1018-9
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Functional-differential equations with fractional derivatives (34K37)
Related Items
Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup ⋮ New impulsive-integral inequality for stochastic differential equations with Poisson jumps and Caputo fractional derivative ⋮ Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process ⋮ A delayed impulsive food chain system with prey refuge and mutual inference of predator ⋮ Unnamed Item ⋮ Existence and mean-square exponential stability of mild solutions for impulsive stochastic partial differential equations with noncompact semigroup ⋮ Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
Cites Work
- Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays
- Globally exponential stability of delayed impulsive functional differential systems with impulse time windows
- Convergence of delay differential equations driven by fractional Brownian motion
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
- Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
- Exponential stability of nonlinear time-delay systems with delayed impulse effects
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Functional differential equations driven by a fractional Brownian motion
- Further results on exponential stability for impulsive switched nonlinear time-delay systems with delayed impulse effects
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
- Stability of nonlinear differential systems with state-dependent delayed impulses
- Stability of impulsive delayed linear differential systems with delayed impulses
- Measuring anti-correlations in the nordic electricity spot market by wavelets
- Long memory continuous time models
- Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- Exponential stability analysis of impulsive stochastic functional differential systems with delayed impulses
- Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
- Analyzing the Robustness of Impulsive Synchronization Coupled by Linear Delayed Impulses
- Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
