Retarded neutral stochastic equations driven by multiplicative fractional Brownian motion
DOI10.1080/07362994.2014.938860zbMATH Open1301.60074OpenAlexW1965469748MaRDI QIDQ2929465FDOQ2929465
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
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Cites Work
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- Title not available (Why is that?)
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- A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions
- On a class of abstract neutral functional differential equations
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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