Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process

DOI10.1007/s11464-017-0672-xzbMath1390.60241OpenAlexW2768470699MaRDI QIDQ1705059

Xianghui Zhou, Zhi Li, Litan Yan

Publication date: 14 March 2018

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-017-0672-x

zbMATH Keywords

Rosenblatt processexponential \(p\)-th moment stabilityglobal attracting sets

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Approximation of the Rosenblatt sheet
• Properties and numerical evaluation of the Rosenblatt distribution
• On the distribution of the Rosenblatt process
• Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
• Hausdorff and packing dimensions of the images of random fields
• Variations and estimators for self-similarity parameters via Malliavin calculus
• Semigroups of linear operators and applications to partial differential equations
• A note on Rosenblatt distributions
• Measuring anti-correlations in the nordic electricity spot market by wavelets
• Long memory continuous time models
• Weak convergence to Rosenblatt sheet
• Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations
• Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Analysis of the Rosenblatt process
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

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