Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process
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Cites work
- A note on Rosenblatt distributions
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
- Analysis of the rosenblatt process
- Approximation of the Rosenblatt sheet
- Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations
- Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
- Hausdorff and packing dimensions of the images of random fields
- Long memory continuous time models
- Measuring anti-correlations in the nordic electricity spot market by wavelets
- Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
- On the distribution of the Rosenblatt process
- Properties and numerical evaluation of the Rosenblatt distribution
- Semigroups of linear operators and applications to partial differential equations
- Variations and estimators for self-similarity parameters via Malliavin calculus
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Weak convergence to Rosenblatt sheet
- Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Cited in
(7)- Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm
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- Asymptotic properties of solutions of G-neutral functional non-autonomous equations with impulsive perturbation
- The linear self-attracting diffusion driven by the weighted-fractional Brownian motion. II: The parameter estimation
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive -stable processes
- Exponential stability for nonautonomous stochastic integrodifferential equations driven by Q -Wiener process and Q -Rosenblatt process
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