Stability of a class of impulsive neutral stochastic functional partial differential equations
From MaRDI portal
Publication:779103
DOI10.1155/2020/9051396zbMath1448.60141OpenAlexW3003120519WikidataQ126313535 ScholiaQ126313535MaRDI QIDQ779103
Publication date: 21 July 2020
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/9051396
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Unnamed Item
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter
- On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay
- Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
- Asymptotic stability of nonlinear impulsive stochastic differential equations
- Exponential stability for stochastic neutral partial functional differential equations
- Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
- Semigroups of linear operators and applications to partial differential equations
- Stochastic evolution equations with fractional Brownian motion
- Mixed fractional Brownian motion
- The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion
- Fixed points and stability of neutral stochastic delay differential equations
- A note on exponential stability for impulsive neutral stochastic partial functional differential equations
- Malliavin regularity of solutions to mixed stochastic differential equations
- Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays
- Neutral stochastic differential equations driven by Brownian motion and fractional Brownian motion in a Hilbert space
- Mixed fractional stochastic differential equations with jumps
- The Malliavin Calculus and Related Topics
- Stochastic calculus with respect to Gaussian processes
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Stability of a class of impulsive neutral stochastic functional partial differential equations