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

DOI10.1007/s00009-015-0632-1zbMath1353.60053OpenAlexW1801911381MaRDI QIDQ727532

Sakthivel Rathinasamy, Abdoul Aziz Ndiaye, Mamadou Abdoul Diop

Publication date: 7 December 2016

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-015-0632-1

zbMATH Keywords

Wiener processfractional Brownian motionmild solutions\(C_0\)-semigroupresolvent operatorsneutral stochastic integrodifferential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Stochastic integral equations (60H20)

Related Items (8)

Existence of solutions for tripled system of fractional differential equations involving cyclic permutation boundary conditions ⋮ Unnamed Item ⋮ Controllability of Neutral Impulsive Stochastic Integrodifferential Equations Driven by a Rosenblatt Process and Unbounded Delay ⋮ Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects ⋮ Global analysis of a new nonlinear stochastic differential competition system with impulsive effect ⋮ Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses ⋮ Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion ⋮ Existence results systems coupled impulsive neutral stochastic functional differential equations with the measure of noncompactness

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