Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion

DOI10.1504/IJDSDE.2021.120045MaRDI QIDQ2113775zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 14 March 2022

Published in International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijdsde.2021.120045

zbMATH Keywords

fractional Brownian motionexponential stabilityfractional differential equationsmild solutionneutral stochastic differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stability theory of functional-differential equations (34K20) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Functional-differential equations with fractional derivatives (34K37)

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Cited in

(5)

• Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
• Fractional neutral stochastic differential equations driven by α-stable process
• Stability of linear stochastic differential equations of mixed type with fractional Brownian motions
• Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion
• Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process

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