Neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

zbMATH Open1389.60080arXiv1312.6681MaRDI QIDQ2835975FDOQ2835975

Authors: El Hassan Lakhel, Salah Hajji 

Publication date: 30 November 2016

Published in: Gulf Journal of Mathematics (Search for Journal in Brave)

Abstract: In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and uniqueness result and we establish some conditions ensuring the exponential decay to zero in mean square for the mild solution by means of the Banach fixed point principle.

Full work available at URL: https://arxiv.org/abs/1312.6681

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zbMATH Keywords

fractional Brownian motionmild solutionPoisson point processesfractional powers of closed operatorssemigroup of bounded linear operator

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

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• Neutral stochastic differential equations driven by Brownian motion and fractional Brownian motion in a Hilbert space
• Stochastic differential equations driven by fractional Brownian motion and Poisson point process
• Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
• Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
• Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations

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