Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
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Cites work
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- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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- Delay equations driven by rough paths
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- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
- Stochastic differential equations in Hilbert space
- Stochastic Equations in Infinite Dimensions
- Stochastic integration for tempered fractional Brownian motion
- Tempered fractional Brownian motion
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Cited in
(9)- The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise
- The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise
- Nontrivial equilibrium solutions and general stability for stochastic evolution equations with pantograph delay and tempered fractional noise
- Asymptotic behaviour of time fractional stochastic delay evolution equations with tempered fractional noise
- New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion
- Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein-Uhlenbeck process
- Asymptotic behavior of solutions to stochastic differential equations driven by tempered fractional Brownian motion with Markovian switching
- Entire solutions of stochastic unbounded delay evolution variational inequalities driven by tempered fractional noise with an exponential dichotomy
- Asymptotic behavior of a stochastic differential system with infinite delay and -stable process
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