Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process

DOI10.1515/msds-2020-0001zbMath1437.35710OpenAlexW3014414349WikidataQ115514302 ScholiaQ115514302MaRDI QIDQ2177539

Ravikumar Kasinathan, Mamadou Abdoul Diop, Ramkumar Kasinathan, Mahamat Hassan Mahamat Hamit

Publication date: 6 May 2020

Published in: Nonautonomous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/msds-2020-0001

zbMATH Keywords

stabilityresolvent operatorRosenblatt processexistence resultsPoisson jumps

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Integro-partial differential equations (35R09) Jump processes on discrete state spaces (60J74)

Related Items (2)

Wellposedness and controllability results of stochastic integrodifferential equations with noninstantaneous impulses and Rosenblatt process ⋮ Approximate controllability of non-instantaneous impulsive stochastic integrodifferential equations driven by Rosenblatt process via resolvent operators

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Properties and numerical evaluation of the Rosenblatt distribution
• On the distribution of the Rosenblatt process
• On exponential stability of mild solutions for some stochastic partial integrodifferential equations
• A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
• Regularization and integral representations of Hermite processes
• Controllability of damped second-order neutral functional differential systems with impulses
• Variations and estimators for self-similarity parameters via Malliavin calculus
• Wavelet-based synthesis of the Rosenblatt process
• Introduction to functional differential equations
• Asymptotic stability of some stochastic evolution equations.
• Stochastic evolution equations with fractional Brownian motion
• Existence results of solutions for impulsive fractional differential equations
• Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
• Fractional neutral evolution equations with nonlocal conditions
• Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
• Existence and stability analysis to a coupled system of implicit type impulsive boundary value problems of fractional-order differential equations
• Long memory continuous time models
• Hilfer fractional stochastic integro-differential equations
• The integrodifferential equations of a class of nuclear reactors with delayed neutrons
• Wiener integrals, Malliavin calculus and covariance measure structure
• Resolvent Operators for Integral Equations in a Banach Space
• Stability of neutral-type functional differential equations
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Non-central limit theorems for non-linear functional of Gaussian fields
• Analysis of the Rosenblatt process
• Dhage iterative principle for quadratic perturbation of fractional boundary value problems with finite delay
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
• A class of functional equations of neutral type
• Fractional Brownian Motions, Fractional Noises and Applications
• Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence

This page was built for publication: Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process