Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

DOI10.1016/J.SPL.2012.04.013MaRDI QIDQ449014zbMATH OpenOpenAlexFDO

Authors Brahim Boufoussi, Salah Hajji

Publication date 11 September 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.04.013

zbMATH Keywords

fractional Brownian motionmild solutionWiener integralfractional powers of closed operatorssemigroup of bounded linear operator

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65)

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Cited in

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• Dissipative control of Markovian jumping genetic regulatory networks with time-varying delays and reaction-diffusion driven by fractional Brownian motion
• On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion
• Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion
• Study approximate controllability and null controllability of neutral delay Hilfer fractional stochastic integrodifferential system with Rosenblatt process
• Stability analysis of stochastic Benjamin-Bona-Mahony equation with Poisson jumps
• The solvability and sensitivity of nonautonomous fractional differential inclusions steered by mixed Brownian motion
• The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise
• Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
• Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
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• Existence and transportation inequalities for fractional stochastic differential equations
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• On a fractional Rayleigh–Stokes equation driven by fractional Brownian motion
• Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
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• Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
• Existence and asymptotic stability for lattice stochastic integrodifferential equations with infinite delays
• Existence and stability of square-mean S-asymptotically periodic solutions to a fractional stochastic diffusion equation with fractional Brownian motion
• A note on the generation of random dynamical systems from fractional stochastic delay differential equations
• Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise
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• Young differential delay equations driven by Hölder continuous paths
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• Existence results for time-dependent stochastic neutral functional integrodifferential equations driven by a fractional Brownian motion
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• Approximate and trajectory controllability of fractional stochastic differential equation with non-instantaneous impulses and Poisson jumps
• Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
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