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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Cites work
- scientific article; zbMATH DE number 3871134 (Why is no real title available?)
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- scientific article; zbMATH DE number 1252483 (Why is no real title available?)
- scientific article; zbMATH DE number 6810224 (Why is no real title available?)
- Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations
- Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion
- Evolution equations driven by a fractional Brownian motion
- Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- Fractional Brownian Motions, Fractional Noises and Applications
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive -stable processes
- Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays
- Introduction to functional differential equations
- Long memory continuous time models
- Measuring anti-correlations in the nordic electricity spot market by wavelets
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- Semigroups of linear operators and applications to partial differential equations
- Stochastic differential equations and applications.
- The Malliavin Calculus and Related Topics
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Theory and applications of partial functional differential equations
- Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than 1/2
- Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
Cited in
(17)- 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 set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm
- Exponential and polynomial decay for a laminated beam with Fourier's law of heat conduction and possible absence of structural damping
- Global attracting sets of stochastic functional differential equations driven by a square integrable Lévy martingale
- Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion
- 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
- Exponential stability of SDEs driven by fBm with Markovian switching
- Global attractiveness and exponential stability for impulsive fractional neutral stochastic evolution equations driven by fBm
- Global Attractiveness and Quasi-Invariant Sets of Impulsive Neutral Stochastic Functional Differential Equations Driven by Tempered Fractional Brownian Motion
- 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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