Controllability of a stochastic functional differential equation driven by a fractional Brownian motion

DOI10.1186/S13662-018-1565-3zbMath1445.93005OpenAlexW2795216538WikidataQ115241426 ScholiaQ115241426MaRDI QIDQ1711750

Litan Yan, Jingqi Han

Publication date: 18 January 2019

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

Full work available at URL: https://doi.org/10.1186/s13662-018-1565-3

zbMATH Keywords

controllabilityfractional Brownian motionfractional calculusfractional stochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional ordinary differential equations (34A08)

Related Items (7)

Solvability of a class of hyperbolic-cosine-type difference equations ⋮ Extreme values for solution to uncertain fractional differential equation and application to American option pricing model ⋮ Controllability of higher-order fractional damped stochastic systems with distributed delay ⋮ Approximate controllability and complete controllability of semilinear fractional functional differential systems with control ⋮ Controllability of higher order stochastic fractional control delay systems involving damping behavior ⋮ Existence and controllability for impulsive fractional stochastic evolution systems with state-dependent delay ⋮ On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process

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