Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion
exponential stabilityfractional Brownian motionfractional differential equationsmild solutionneutral stochastic differential equation
Fractional derivatives and integrals (26A33) Stability theory of functional-differential equations (34K20) Functional-differential equations with fractional derivatives (34K37) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Fractional processes, including fractional Brownian motion (60G22)
Summary: In this manuscript, stability result for fractional neutral stochastic differential system is established subject to mixed fractional Brownian motion (fBm). Sufficient condition for stability result is derived based on the \(p\)th mean square norm, fixed point theorem and help of new integral inequality. An example is also given to illustrate the effectiveness of the obtained theory.
- Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
- Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion
- Asymptotic stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion
- Stability of linear stochastic differential equations of mixed type with fractional Brownian motions
- Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
- Stability of linear stochastic differential equations of mixed type with fractional Brownian motions
- Fractional neutral stochastic differential equations driven by α-stable process
- 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
- Non-instantaneous impulsive fractional stochastic differential systems with damping: optimal controls and trajectory controllability
- Stability analysis of damped fractional stochastic differential systems with Poisson jumps: an successive approximation approach
This page was built for publication: Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2113775)
