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

DOI10.1504/IJDSDE.2021.120045zbMATH Open1482.34185OpenAlexW4205823636WikidataQ115237308 ScholiaQ115237308MaRDI QIDQ2113775FDOQ2113775

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

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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)

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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