Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses

DOI10.1007/s00009-018-1253-2zbMath1404.60088OpenAlexW2897443941MaRDI QIDQ1757033

Yong Ren, Pengju Duan

Publication date: 28 December 2018

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-018-1253-2

zbMATH Keywords

existencefractional Brownian motionmild solutionresolvent operatorneutral stochastic integro-differential equations

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) Stability, separation, extension, and related topics for functional equations (39B82) Stochastic systems in control theory (general) (93E03) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions ⋮ The existence and averaging principle for stochastic fractional differential equations with impulses ⋮ On the averaging principle of Caputo type neutral fractional stochastic differential equations ⋮ Neutral fractional stochastic partial differential equations with Clarke subdifferential ⋮ Stochastic stabilization of Markovian jump neutral systems with fractional Brownian motion and quantized controller

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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
• 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
• Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
• Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
• Stochastic evolution equations with fractional Brownian motion
• Nonlocal stochastic integro-differential equations driven by fractional Brownian motion
• 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
• FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
• Resolvent Operators for Integral Equations in a Banach Space
• Control and Stabilization for the Wave Equation in a Bounded Domain

This page was built for publication: Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses