Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
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Publication:1711757
DOI10.1186/s13662-018-1562-6zbMath1445.60034OpenAlexW2800981994WikidataQ115518896 ScholiaQ115518896MaRDI QIDQ1711757
S. Marshal Anthoni, Yong-Ki Ma, Ganesan Arthi
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/s13662-018-1562-6
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)
Related Items (7)
Finite-time stability of multiterm fractional nonlinear systems with multistate time delay ⋮ pth Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses ⋮ Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process ⋮ Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process ⋮ On neutral impulsive stochastic differential equations with Poisson jumps ⋮ The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm ⋮ Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
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