On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay

DOI10.1002/mma.2967zbMath1304.60069OpenAlexW2071427842MaRDI QIDQ2922248

Yong Ren, Xing Cheng, Rathinasamy Sakthivel

Publication date: 9 October 2014

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.2967

zbMATH Keywords

fractional Brownian motionmild solutionfixed point theoremevolution operatorstochastic evolution equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Applications of operator theory in probability theory and statistics (47N30)

Related Items (21)

Solvability and optimal controls of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion ⋮ Unnamed Item ⋮ Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps ⋮ Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise ⋮ Stepanov-like weighted asymptotic behavior of solutions to some stochastic differential equations in Hilbert spaces ⋮ Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay ⋮ Controllability of Neutral Impulsive Stochastic Integrodifferential Equations Driven by a Rosenblatt Process and Unbounded Delay ⋮ Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses ⋮ Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process ⋮ Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay ⋮ Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion ⋮ A note on exponential stability for second-order neutral stochastic partial differential equations with infinite delays in the presence of impulses ⋮ Impulsive fractional stochastic differential inclusions driven by sub-Fractional Brownian motion with infinite delay and sectorial operators ⋮ On existence of solutions of a impulsive stochastic partial functional integro-differential equation with the measure of noncompactness ⋮ Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion ⋮ Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion ⋮ Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay ⋮ Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay ⋮ Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion ⋮ Stochastic fractional evolution equations with fractional Brownian motion and infinite delay ⋮ Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion

Cites Work

• Unnamed Item
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
• Itô's formula with respect to fractional Brownian motion and its application
• Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
• A unified approach to abstract linear nonautonomous parabolic equations
• On fractional Brownian processes
• Evolution equations driven by a fractional Brownian motion
• On a class of measure-dependent stochastic evolution equations driven by fbm
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• The Malliavin Calculus and Related Topics
• Initial Boundary Value Problems and Optimal Control for Nonautonomous Parabolic Systems

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