Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion

DOI10.1007/s10959-018-0810-8zbMath1447.60114OpenAlexW2792120143MaRDI QIDQ2312778

Zhi Li, Litan Yan

Publication date: 18 July 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-018-0810-8

zbMATH Keywords

fractional Brownian motionstationary solutionerodicitystochastic functional equation of neutral type

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Global attracting sets and exponential stability of stochastic partial functional differential equations ⋮ Neutral fractional stochastic partial differential equations with Clarke subdifferential ⋮ Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure

Cites Work

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