Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

DOI10.1007/s11464-013-0300-3zbMath1279.60078OpenAlexW1971800754MaRDI QIDQ382140

Mamadou Abdoul Diop, Tomás Caraballo Garrido

Publication date: 18 November 2013

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://idus.us.es/handle/11441/23680

zbMATH Keywords

Wiener processfractional Brownian motionmild solution\(C_0\)-semigroupresolvent operator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (24)

Hilfer fractional neutral stochastic differential equations with non-instantaneous impulses ⋮ Existence and Stability Results for Second-Order Stochastic Equations Driven by Fractional Brownian Motion ⋮ Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion ⋮ Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion ⋮ Stochastic functional differential equations of Sobolev-type with infinite delay ⋮ On the averaging principle of Caputo type neutral fractional stochastic differential equations ⋮ Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay ⋮ Retarded stochastic differential equations with infinite delay driven by Rosenblatt process ⋮ Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion ⋮ Unnamed Item ⋮ Neutral fractional stochastic partial differential equations with Clarke subdifferential ⋮ Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses ⋮ Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior ⋮ Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays ⋮ Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay ⋮ Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion ⋮ Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion ⋮ Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay ⋮ Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\) ⋮ Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm ⋮ New well-posedness results for stochastic delay Rayleigh-Stokes equations ⋮ Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion ⋮ Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses ⋮ Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion

Cites Work

• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
• A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients
• Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
• Successive approximations to solutions of stochastic differential equations
• Successive approximations of solutions to stochastic functional differential equations
• Stochastic evolution equations with fractional Brownian motion
• The exponential stability of neutral stochastic delay partial differential equations
• The Malliavin Calculus and Related Topics
• Resolvent Operators for Integral Equations in a Banach Space
• Almost sure exponential stability for stochastic neutral partial functional differential equations
• SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
• Stochastic calculus with respect to Gaussian processes

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