Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm

DOI10.1016/J.AMC.2014.08.095zbMATH Open1338.34157OpenAlexW2052810955MaRDI QIDQ297700FDOQ297700

Authors: Yong Ren, Xing Cheng, R. Sakthivel 

Publication date: 17 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.08.095

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zbMATH Keywords

fractional Brownian motionevolution operatorstochastic evolution equationmild solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Stochastic functional-differential equations (34K50) Functional-differential equations in abstract spaces (34K30) Functional-differential equations with impulses (34K45) Random integral equations (45R05)

Cites Work

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• Existence results for impulsive neutral functional integrodifferential equations with infinite delay

Cited In (35)

• Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
• Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion
• Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach
• Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
• Perturbed impulsive neutral stochastic functional differential equations
• On existence of solutions of a impulsive stochastic partial functional integro-differential equation with the measure of noncompactness
• Practical stability analysis of stochastic functional differential systems with G-Brownian motion and impulsive effects
• The \(p\)-th moment stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
• Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
• Investigating a class of generalized Caputo-type fractional Volterra systems
• Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm
• Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process
• A note on exponential stability for second-order neutral stochastic partial differential equations with infinite delays in the presence of impulses
• Averaging principle for impulsive stochastic partial differential equations
• Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
• Title not available (Why is that?)
• Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion
• Existence and stability of Ulam-Hyers for neutral stochastic functional differential equations
• The solvability and optimal controls for impulsive fractional stochastic integro-differential equations via resolvent operators
• Global exponential stability for multi-group neutral delayed systems based on Razumikhin method and graph theory
• Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
• Controllability of neutral stochastic evolution equations driven by fBm with Hurst parameter less than 1/2
• Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
• Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
• Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion
• Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
• Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm
• Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators
• On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process
• Asymptotic properties of solutions for impulsive neutral stochastic functional integro-differential equations
• Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion
• Observer-based SMC for stochastic systems with disturbance driven by fractional Brownian motion
• Controllability of semilinear neutral stochastic integrodifferential evolution systems with fractional Brownian motion
• Impulsive fractional stochastic differential inclusions driven by sub-fractional Brownian motion with infinite delay and sectorial operators
• Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise

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