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

DOI10.1016/J.AMC.2014.08.095MaRDI QIDQ297700zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(35)

• Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise
• 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
• Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion
• Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
• Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
• Perturbed impulsive neutral stochastic functional differential equations
• Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach
• 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
• Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
• The \(p\)-th moment stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
• Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm
• Investigating a class of generalized Caputo-type fractional Volterra systems
• A note on exponential stability for second-order neutral stochastic partial differential equations with infinite delays in the presence of impulses
• Trajectory control and \(p\)th moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process
• Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
• Averaging principle for impulsive stochastic partial differential equations
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• 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
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• Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
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• Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
• Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
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• Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion
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