On a class of measure-dependent stochastic evolution equations driven by fbm

DOI10.1155/2007/69747zbMath1143.60319OpenAlexW1978489043MaRDI QIDQ2478416

David N. Keck, Mark A. McKibben, Eduardo M. Hernández

Publication date: 28 March 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54442

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (8)

Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm ⋮ Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ Existence and Stability Results for Second-Order Stochastic Equations Driven by Fractional Brownian Motion ⋮ On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay ⋮ Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay ⋮ Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay ⋮ Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes ⋮ Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay

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