Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays

DOI10.1515/rose-2019-2019zbMath1439.60062OpenAlexW2981137430MaRDI QIDQ2283936

El Hassan Lakhel, Abdelmonaim Tlidi

Publication date: 13 January 2020

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2019-2019

zbMATH Keywords

stochastic partial differential equationsasymptotic behaviourmild solutionsRosenblatt processfractional powers of closed operators

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Self-similar stochastic processes (60G18) Stochastic integral equations (60H20)

Related Items (2)

Fractal dimensions of the Rosenblatt process ⋮ Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process

Cites Work

• Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
• On the distribution of the Rosenblatt process
• Exponential stability of nonlinear impulsive neutral differential equations with delays
• Asymptotic stability of nonlinear impulsive stochastic differential equations
• Semigroups of linear operators and applications to partial differential equations
• Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay
• Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
• Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion
• Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion
• Convergence of integrated processes of arbitrary Hermite rank
• Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
• Analysis of the Rosenblatt process
• Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion
• Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
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