Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2

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Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes
Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays
Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion
Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay

Cited In (13)

Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion
Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach
Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps
Global attracting sets of stochastic functional differential equations driven by a square integrable Lévy martingale
Exponential and polynomial decay for a laminated beam with Fourier's law of heat conduction and possible absence of structural damping
Global attracting sets and exponential stability of stochastic partial functional differential equations
\(H_\infty\) sampled-data control for uncertain fuzzy systems under Markovian jump and fBm
Global attracting set, exponential stability and stability in distribution of SPDEs with jumps
Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
Stochastic stabilization of Markovian jump neutral systems with fractional Brownian motion and quantized controller
Global attractiveness and exponential stability for impulsive fractional neutral stochastic evolution equations driven by fBm
Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by \(H\)-valued fractional Brownian motion
Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index \(H\in(0,1) \)

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