Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion

DOI10.1016/j.amc.2018.08.016zbMath1428.60091OpenAlexW2891996949WikidataQ129207640 ScholiaQ129207640MaRDI QIDQ2007785

Li-Ping Xu, Luo, Jiaowan

Publication date: 22 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.08.016

zbMATH Keywords

fractional Brownian motionviabilitytangency property

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional-differential equations in abstract spaces (34K30) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Abstract integral equations, integral equations in abstract spaces (45N05)

Related Items (3)

Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application ⋮ Viability for coupled SDEs driven by fractional Brownian motion ⋮ Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions

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