Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
type: Item
instance of: scholarly article
title: Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
zbMATH Open document ID: 1499.60233
author: Xia Zhou
author: Dongpeng Zhou
author: Shouming Zhong
published in: Journal of Inequalities and Applications
publication date: 2022-01-19T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 26A33
zbMATH DE Number: 7459290
zbMATH Keywords: neutral stochastic differential equations
zbMATH Keywords: impulsive
zbMATH Keywords: exponential stability
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Wiener process
MaRDI profile type: Publication
full work available at URL: s13660-019-2213-5
OpenAlex ID: W2981049943
Wikidata QID: Q115519147
cites work: Exponential stability of nonautonomous stochastic partial differential equations with finite memory
cites work: Asymptotic behavior of stochastic two-dimensional Navier-Stokes equations with delays
cites work: A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients
cites work: Functional differential equations driven by a fractional Brownian motion
cites work: On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay
cites work: New criteria on exponential stability of neutral stochastic differential delay equations
cites work: Robust stability of uncertain Markovian jump neural networks with mode-dependent time-varying delays and nonlinear perturbations
cites work: Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses
cites work: Recent Advances in Control and Filtering of Dynamic Systems with Constrained Signals
cites work: A class of functional equations of neutral type
cites work: Integral inequality and exponential stability for neutral stochastic partial differential equations with delays
cites work: Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
cites work: Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
cites work: Q3995625
cites work: Q4853771
cites work: Approximate controllability of impulsive neutral stochastic differential equations with fractional Brownian motion in a Hilbert space
cites work: On controllability of second-order impulsive neutral integrodifferential systems with infinite delay
cites work: Existence of Mild Solutions to Stochastic Delay Evolution Equations with a Fractional Brownian Motion and Impulses
cites work: Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
cites work: Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
cites work: Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
cites work: Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
cites work: Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
cites work: Q5776300
cites work: Mixed fractional Brownian motion
cites work: Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion
cites work: Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
cites work: Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter
cites work: Malliavin regularity of solutions to mixed stochastic differential equations
cites work: Stochastic Equations in Infinite Dimensions
cites work: Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
cites work: The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
cites work: Semigroups of linear operators and applications to partial differential equations
cites work: Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
DOI: 10.1186/S13660-019-2213-5
description: scientific article; zbMATH DE number 7459290