Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion (Q2312778): Difference between revisions

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English	Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion	scientific article

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instance of

scholarly article

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title

Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion (English)

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Journal of Theoretical Probability

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publication date

18 July 2019

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zbMATH Keywords

fractional Brownian motion

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stochastic functional equation of neutral type

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stationary solution

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erodicity

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10959-018-0810-8

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cites work

Stochastic calculus with respect to Gaussian processes

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Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

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The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion

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Stochastic Equations in Infinite Dimensions

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FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

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

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Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion

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Introduction to functional differential equations

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Q4229393

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Stability of Infinite Dimensional Stochastic Differential Equations with Applications

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Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces

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A Criterion for Stationary Solutions of Retarded Linear Equations with Additive Noise

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Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays

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Sensitivity to small delays of pathwise stability for stochastic retarded evolution equations

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Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations

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Fractional Brownian Motions, Fractional Noises and Applications

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Q5429735

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Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process

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Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

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Q3707054

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Q3338046

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Q3141895

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Theory and applications of partial functional differential equations

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Identifiers

zbMATH Open document ID

1447.60114

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DOI

10.1007/s10959-018-0810-8

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2312778

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@@ Property / OpenAlex ID: W2792120143 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
+Normal rank
@@ Property / cites work @@
+The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
+Normal rank
@@ Property / cites work @@
+Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
+Normal rank
@@ Property / cites work @@
+Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Introduction to functional differential equations
@@ Property / cites work: Introduction to functional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4229393
@@ Property / cites work: Q4229393 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of Infinite Dimensional Stochastic Differential Equations with Applications
+Normal rank
@@ Property / cites work @@
+Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+A Criterion for Stationary Solutions of Retarded Linear Equations with Additive Noise
+Normal rank
@@ Property / cites work @@
+Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays
+Normal rank
@@ Property / cites work @@
+Sensitivity to small delays of pathwise stability for stochastic retarded evolution equations
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Q3707054
@@ Property / cites work: Q3707054 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3338046
@@ Property / cites work: Q3338046 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory and applications of partial functional differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2312778