Neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

zbMath1389.60080arXiv1312.6681MaRDI QIDQ2835975

El Hassan Lakhel, Salah Hajji

Publication date: 30 November 2016

Full work available at URL: https://arxiv.org/abs/1312.6681

zbMATH Keywords

fractional Brownian motionPoisson point processesmild solutionfractional powers of closed operatorssemigroup of bounded linear operator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps ⋮ Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise ⋮ Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations

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