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
- A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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- Convergence of delay differential equations driven by fractional Brownian motion
- Delay equations driven by rough paths
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- Exponential stability of non-autonomous stochastic delay lattice systems with multiplicative noise
- Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2]\)
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- Non-autonomous and random attractors for delay random semilinear equations without uniqueness
- Non-linear noise excitation and intermittency under high disorder
- Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups
- On some properties of a class of fractional stochastic heat equations
- Practical exponential stability of impulsive stochastic functional differential equations
- Random dynamical systems for stochastic evolution equations driven by multiplicative fractional Brownian noise with Hurst parameters \(H\in(1/3,1/2]\)
- Remarks on non-linear noise excitability of some stochastic heat equations
- Stability results for stochastic delayed recurrent neural networks with discrete and distributed delays
- 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
- Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator
- The existence and asymptotic behavior of solutions to fractional stochastic evolution equations with infinite delay
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion
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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