Retarded neutral stochastic equations driven by multiplicative fractional Brownian motion

DOI10.1080/07362994.2014.938860MaRDI QIDQ2929465zbMATH OpenOpenAlexFDO

Authors María J. Garrido-Atienza, Jianhua Huang

Publication date 12 November 2014

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2014.938860

zbMATH Keywords

pathwise solutionsneutral equationsHilbert-valued fractional Brownian motion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• scientific article; zbMATH DE number 44587 (Why is no real title available?)
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• On a class of abstract neutral functional differential equations
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• Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
• Stability of neutral-type functional differential equations
• Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions

Cited in

(5)

• Existence results for time-dependent stochastic neutral functional integrodifferential equations driven by a fractional Brownian motion
• Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
• On a semilinear double fractional heat equation driven by fractional Brownian sheet
• On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
• Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients

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