Retarded evolution systems driven by fractional Brownian motion with Hurst parameter H>1/2

DOI10.1016/J.NA.2013.11.008MaRDI QIDQ2438985zbMATH OpenOpenAlexFDO

Authors Mamadou Abdoul Diop, María J. Garrido-Atienza

Publication date 7 March 2014

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2013.11.008

zbMATH Keywords

fractional Brownian motionpathwise solutionsrandom dynamical systemsstochastic PDEs with delays

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Functional-differential equations in abstract spaces (34K30)

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Cited in

(16)

• Stability analysis based on partition trajectory approach for switched neural networks with fractional Brown noise disturbance
• Retarded neutral stochastic equations driven by multiplicative fractional Brownian motion
• Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises
• Existence and stability of square-mean S-asymptotically periodic solutions to a fractional stochastic diffusion equation with fractional Brownian motion
• Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
• Setvalued dynamical systems for stochastic evolution equations driven by fractional noise
• Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
• Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
• Regularity of fractional stochastic convolution and its application to fractional stochastic chaotic systems
• Synchronization of the Rössler-Lorenz systems with fractional Brownian motion
• Some differential systems driven by a fBm with Hurst parameter greater than \(1/4\)
• Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
• Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\)
• On fractional Brownian motions and random dynamical systems
• Stochastic shell models driven by a multiplicative fractional Brownian-motion
• Retarded stochastic differential equations with infinite delay driven by Rosenblatt process

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