Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion

DOI10.1016/j.spl.2017.06.006zbMath1386.60212OpenAlexW2626652548MaRDI QIDQ1687218

Brahim Boufoussi, Salah Hajji

Publication date: 22 December 2017

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

Full work available at URL: https://doi.org/10.1016/j.spl.2017.06.006

zbMATH Keywords

fractional Brownian motionmild solutionsemigroup of bounded linear operatorstochastic integration for fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (9)

Neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion ⋮ Approximate Controllability of Second Order Neutral Stochastic Integro Differential Equations with Impulses Driven By Fractional Brownian Motion ⋮ Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses ⋮ Existence and stability results of stochastic differential equations with non-instantaneous impulse and Poisson jumps ⋮ 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 ⋮ The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm ⋮ An integration by parts formula for stochastic heat equations with fractional noise ⋮ Pullback attractors for stochastic Young differential delay equations

Cites Work

• Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
• Dirichlet forms and analysis on Wiener space
• A parabolic stochastic differential equation with fractional Brownian motion input
• Stochastic evolution equations with fractional Brownian motion
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• The Malliavin Calculus and Related Topics

This page was built for publication: Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion