Exponential stability of fractional stochastic differential equations with distributed delay

DOI10.1186/1687-1847-2014-321zbMath1417.39086OpenAlexW2098524194WikidataQ59324534 ScholiaQ59324534MaRDI QIDQ1994663

Li Tan

Publication date: 1 November 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2014-321

zbMATH Keywords

exponential stabilityfractional Brownian motiondistributed delayvariation-of-constants formula

Mathematics Subject Classification ID

Stability, separation, extension, and related topics for functional equations (39B82) Stochastic integrals (60H05)

Related Items (2)

Asymptotical stability of differential equations driven by Hölder continuous paths ⋮ Existence and stability results for multi-time scale stochastic fractional neural networks

Cites Work

• Asymptotic behavior of linear fractional stochastic differential equations with time-varying delays
• Convergence of delay differential equations driven by fractional Brownian motion
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
• Theory of functional differential equations. 2nd ed
• Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
• Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
• An approximate approach to fractional analysis for finance
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Fractional Brownian Motions, Fractional Noises and Applications

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