A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)

DOI10.1016/j.spl.2018.02.064zbMath1391.60140OpenAlexW2791867412WikidataQ115566844 ScholiaQ115566844MaRDI QIDQ1642262

Phan Thanh Hong, Cao Tan Binh

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.02.064

zbMATH Keywords

fractional derivativesexponential stabilityYoung integralstochastic differential delay equations driven by fBm

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (5)

The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise ⋮ Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion ⋮ Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach ⋮ \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm ⋮ Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions

Cites Work

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• Functional differential equations driven by a fractional Brownian motion
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• Integration with respect to fractal functions and stochastic calculus. I
• Introduction to functional differential equations
• Differential equations driven by fractional Brownian motion
• Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((1/2,1)\)
• Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
• Stochastic calculus for fractional Brownian motion and related processes.
• Mixed stochastic delay differential equations
• Multidimensional Stochastic Processes as Rough Paths
• A note on the generation of random dynamical systems from fractional stochastic delay differential equations

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