Lyapunov exponents of PDEs driven by fractional noise with Markovian switching

DOI10.1016/j.spl.2015.11.025zbMath1336.60119OpenAlexW2194636097MaRDI QIDQ273691

Chenggui Yuan, Xiliang Fan

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.11.025

zbMATH Keywords

stabilityfractional Brownian motionLyapunov exponentfractional noisestochastic parabolic equation

Mathematics Subject Classification ID

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

Related Items (3)

Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes ⋮ Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes ⋮ Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion

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