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

DOI10.1016/J.SPL.2012.04.013zbMATH Open1248.60069OpenAlexW1988466183MaRDI QIDQ449014FDOQ449014

Salah Hajji, Brahim Boufoussi

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 (only showing first 100 items - show all)

• Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
• The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise
• Existence and transportation inequalities for fractional stochastic differential equations
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• Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
• Perturbed impulsive neutral stochastic functional differential equations
• Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
• A note on the generation of random dynamical systems from fractional stochastic delay differential equations
• Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
• Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion
• Exact null controllability of Sobolev-type Hilfer fractional stochastic differential equations with fractional Brownian motion and Poisson jumps
• Stochastic fractional perturbed control systems with fractional Brownian motion and Sobolev stochastic non local conditions
• Neutral stochastic differential equations driven by Brownian motion and fractional Brownian motion in a Hilbert space
• Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
• Approximate controllability of impulsive neutral stochastic differential equations with fractional Brownian motion in a Hilbert space
• Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
• Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
• Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup
• Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
• Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
• Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm
• Waveform relaxation method for fractional differential-algebraic equations
• Stochastic delay fractional evolution equations driven by fractional Brownian motion
• Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
• Approximate controllability via resolvent operators of Sobolev-type fractional stochastic integrodifferential equations with fractional Brownian motion and Poisson jumps
• Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
• Nonlocal stochastic integro-differential equations driven by fractional Brownian motion
• Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
• Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
• Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion
• Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
• Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)
• Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
• Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay
• Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
• Exponential stability of fractional stochastic differential equations with distributed delay
• Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
• Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
• Stability of a class of impulsive neutral stochastic functional partial differential equations
• Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
• A note on the second-order non-autonomous neutral stochastic evolution equations with infinite delay under Carathéodory conditions
• Asymptotic behaviour of time fractional stochastic delay evolution equations with tempered fractional noise
• Controllability of nonlinear impulsive stochastic evolution systems driven by fractional Brownian motion
• Stochastic fractional evolution equations with fractional Brownian motion and infinite delay
• Noninstantaneous impulsive and nonlocal Hilfer fractional stochastic integrodifferential equations with fractional Brownian motion and Poisson jumps
• Waveform relaxation methods for fractional functional differential equations
• Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
• Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
• Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
• Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
• On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay
• Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
• Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay
• Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion
• Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
• The existence of a positive solution for a generalized delay logistic equation with multifractional noise
• A note on exponential stability for impulsive neutral stochastic partial functional differential equations
• Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay
• Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators
• Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay
• The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion
• Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
• Existence of Mild Solutions to Stochastic Delay Evolution Equations with a Fractional Brownian Motion and Impulses
• Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps
• Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
• Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion
• On neutral impulsive stochastic differential equations with Poisson jumps
• Existence and Stability Results for Second-Order Stochastic Equations Driven by Fractional Brownian Motion
• Stochastic fractional differential inclusion driven by fractional Brownian motion
• Study approximate controllability and null controllability of neutral delay Hilfer fractional stochastic integrodifferential system with Rosenblatt process
• Dissipative control of Markovian jumping genetic regulatory networks with time-varying delays and reaction-diffusion driven by fractional Brownian motion
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• On a fractional Rayleigh–Stokes equation driven by fractional Brownian motion
• Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion
• Controllability for impulsive neutral stochastic delay partial differential equations driven by fBm and Lévy noise
• 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
• Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion
• Approximate and trajectory controllability of fractional stochastic differential equation with non-instantaneous impulses and Poisson jumps
• Existence and Exponential Stability for Neutral Stochastic Integrodifferential Equation Driven by Fractional Brownian Motion and Poisson Jumps
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• Fractional neutral stochastic differential equations driven by α-stable process
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• Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses
• Neutral fractional stochastic partial differential equations with Clarke subdifferential
• Viability for coupled SDEs driven by fractional Brownian motion
• Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion
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• Neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion
• Approximate controllability for a class of non-instantaneous impulsive stochastic fractional differential equation driven by fractional Brownian motion
• Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
• Solvability and optimal controls of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion
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• Existence and stability of Ulam-Hyers for neutral stochastic functional differential equations
• Trajectory controllability of Hilfer fractional neutral stochastic differential equation with deviated argument and mixed fractional Brownian motion
• Wellposedness and controllability results of stochastic integrodifferential equations with noninstantaneous impulses and Rosenblatt process
• Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
• Approximate controllability of retarded impulsive stochastic integro-differential equations driven by fractional Brownian motion

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