Stochastic fractional evolution equations with fractional Brownian motion and infinite delay

DOI10.1016/J.AMC.2018.04.060zbMath1427.35342OpenAlexW2803128249WikidataQ129787663 ScholiaQ129787663MaRDI QIDQ2335588

Zhi Li, Li-Ping Xu

Publication date: 14 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.2018.04.060

zbMATH Keywords

fractional Brownian motioninfinite delaystochastic fractional evolution equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

Related Items (7)

Existence and asymptotic behavior of square-mean \(S\)-asymptotically periodic solutions for fractional stochastic evolution equation with delay ⋮ Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion ⋮ Hilfer fractional stochastic evolution equations on infinite interval ⋮ Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps ⋮ On the averaging principle of Caputo type neutral fractional stochastic differential equations ⋮ The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm ⋮ Riemann-Liouville fractional stochastic evolution equations driven by both Wiener process and fractional Brownian motion

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