Stochastic delay evolution equations driven by sub-fractional Brownian motion

DOI10.1186/s13662-015-0366-1zbMath1343.60086OpenAlexW2157324820WikidataQ59435833 ScholiaQ59435833MaRDI QIDQ738498

Zhi Li, Luo, Jiaowan, Guo Li Zhou

Publication date: 2 September 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-015-0366-1

zbMATH Keywords

existence and uniquenessstochastic delay evolution equationssub-fractional Brownian motionexponential decay in mean square

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Positive solutions for a class of semipositone Neumann problems ⋮ An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion ⋮ Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion ⋮ The weak solutions of a nonlinear parabolic equation from two-phase problem

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