Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion
DOI10.1186/s13662-017-1411-zzbMath1444.60069OpenAlexW2767808089WikidataQ59527380 ScholiaQ59527380MaRDI QIDQ1710131
Publication date: 15 January 2019
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-017-1411-z
fractional Brownian motionimpulsive integral inequalitystochastic integro-differential equationattracting setquasi-invariant set
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (45K05) Stochastic integral equations (60H20) Integro-differential operators (47G20)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- 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
- Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
- Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
- Functional differential equations driven by a fractional Brownian motion
- Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
- On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
- Integral inequality and exponential stability for neutral stochastic partial differential equations with delays
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Exponential stability for stochastic neutral partial functional differential equations
- Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
- Impulsive-integral inequality and exponential stability for stochastic partial differential equations with delays
- Semigroups of linear operators and applications to partial differential equations
- Stochastic evolution equations with fractional Brownian motion
- Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces
- Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
- Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
- \(p\)-attracting and \(p\)-invariant sets for a class of impulsive stochastic functional differential equations
- A note on exponential stability for impulsive neutral stochastic partial functional differential equations
- Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations
- Stochastic calculus for fractional Brownian motion and related processes.
- Some properties on the lexicographic product of graphs obtained by monogenic semigroups
- Stability of Impulsive Stochastic Neutral Partial Differential Equations With Infinite Delays
- Approximate Controllability of Neutral Stochastic Functional Differential Systems with Infinite Delay
This page was built for publication: Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion
