Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space

DOI10.1080/17442508.2014.924938zbMath1325.60094OpenAlexW1990420626MaRDI QIDQ5265778

Nguyen Tien Dung

Publication date: 29 July 2015

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2014.924938

zbMATH Keywords

impulsesfractional Brownian motionmild solutionsinfinite delaysfixed-point theoremsstochastic Volterra integro-differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (16)

Solvability and optimal controls of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion ⋮ Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay ⋮ Nonlocal fractional stochastic differential equations driven by fractional Brownian motion ⋮ Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay ⋮ Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations ⋮ Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach ⋮ OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP ⋮ Approximate controllability of non-instantaneous impulsive stochastic integrodifferential equations driven by Rosenblatt process via resolvent operators ⋮ \(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm ⋮ Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion ⋮ Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay ⋮ Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes ⋮ Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects ⋮ Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a Rosenblatt process ⋮ Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion ⋮ Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses

Cites Work

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