Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps

DOI10.1515/ROSE-2016-0008zbMATH Open1338.60159OpenAlexW2401814661MaRDI QIDQ289609FDOQ289609

Authors: El Hassan Lakhel 

Publication date: 30 May 2016

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

Full work available at URL: https://doi.org/10.1515/rose-2016-0008

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zbMATH Keywords

stochastic partial differential equationsHilbert spacefractional powersmild solutionsPoisson jumpsBanach fixed point principleclosed operatorsexponential mean square stabilityRosenblatt processstochastic neutral functional differential equations

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) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Self-similar stochastic processes (60G18) Stochastic integral equations (60H20)

Cites Work

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Cited In (14)

• Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays
• Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process
• Controllability results for time-dependent impulsive neutral stochastic functional differential equations driven by a fractional Brownian motion
• Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay
• Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
• On stability of stochastic differential equations with random impulses driven by Poisson jumps
• Existence, global attracting sets and exponential decay of solution to stochastic functional integro-differential equations driven by Rosenblatt process
• Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
• Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay
• Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process
• Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
• Approximate controllability of stochastic fractional neutral impulsive integrodifferential systems with state dependent delay and Poisson jumps
• Approximate controllability for time-dependent impulsive neutral stochastic partial differential equations with fractional Brownian motion and Poisson jumps
• Null controllability of Hilfer fractional stochastic integrodifferential equations with noninstantaneous impulsive and Poisson jump

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