Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays

DOI10.1016/J.JKSS.2014.02.003zbMath1304.60074OpenAlexW2013408634MaRDI QIDQ488608

Dung Nguyen Tien

Publication date: 26 January 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2014.02.003

zbMATH Keywords

impulsesfractional Brownian motionmild solutionsdelaysasymptotic behaviors

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18)

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• Delay equations driven by rough paths
• Semigroups of linear operators and applications to partial differential equations
• Functional differential equations in Hilbert spaces driven by a fractional Brownian motion
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