Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps

DOI10.1515/rose-2016-0008zbMath1338.60159OpenAlexW2401814661MaRDI QIDQ289609

El Hassan Lakhel

Publication date: 30 May 2016

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2016-0008

zbMATH Keywords

fractional powersHilbert spacestochastic partial differential equationsmild solutionsRosenblatt processBanach fixed point principlePoisson jumpsclosed operatorsexponential mean square stabilitystochastic neutral functional differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integral equations (60H20)

Related Items (9)

Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps ⋮ On stability of stochastic differential equations with random impulses driven by Poisson jumps ⋮ Approximate Controllability for Time-dependent Impulsive Neutral Stochastic Partial Differential Equations with Fractional Brownian Motion and Poisson Jumps ⋮ Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay ⋮ Null controllability of Hilfer fractional stochastic integrodifferential equations with noninstantaneous impulsive and Poisson jump ⋮ Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays ⋮ Approximate Controllability of Stochastic Fractional Neutral Impulsive Integrodifferential Systems with State Dependent Delay and Poisson Jumps ⋮ Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion ⋮ Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay

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