Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index \(H\in(0,1) \)
DOI10.3934/dcdss.2023121zbMath1540.60149MaRDI QIDQ6546790
Yejuan Wang, Gang Cao, Peter E. Kloeden
Publication date: 30 May 2024
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
fractional Brownian motionmild solutionstochastic delay evolution equationsmean-square exponential stability
Fractional processes, including fractional Brownian motion (60G22) Asymptotic behavior of solutions to PDEs (35B40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
This page was built for publication: Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index \(H\in(0,1) \)
