Functional differential equations in Hilbert spaces driven by a fractional Brownian motion

DOI10.1007/s13370-011-0028-8zbMath1277.60102OpenAlexW1972302790MaRDI QIDQ1945311

Brahim Boufoussi, El Hassan Lakhel, Salah Hajji

Publication date: 8 April 2013

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-011-0028-8

zbMATH Keywords

fractional Brownian motionsemigroup of bounded linear operatorsstochastic functional differential equationfractional powers of closed operators

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06)

Related Items (21)

Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion ⋮ Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps ⋮ Unnamed Item ⋮ Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay ⋮ Existence and Exponential Stability for Neutral Stochastic Integrodifferential Equation Driven by Fractional Brownian Motion and Poisson Jumps ⋮ Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay ⋮ Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes ⋮ Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\) ⋮ Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays ⋮ Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays ⋮ Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion ⋮ Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays ⋮ Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space ⋮ Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3 ⋮ Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion ⋮ Young Differential Delay Equations Driven by Hölder Continuous Paths ⋮ Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion ⋮ Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations ⋮ Existence of solutions for fractional impulsive neutral functional differential equations driven by fractional Brownian motion ⋮ A TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTION ⋮ Existence and asymptotic stability for lattice stochastic integrodifferential equations with infinite delays

Cites Work

• Unnamed Item
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
• Delay equations driven by rough paths
• Semigroups of linear operators and applications to partial differential equations
• Integration with respect to fractal functions and stochastic calculus. I
• Evolution equations driven by a fractional Brownian motion
• Differential equations driven by fractional Brownian motion
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• An inequality of the Hölder type, connected with Stieltjes integration
• Fractional Brownian Motions, Fractional Noises and Applications

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