Fractional neutral stochastic differential equations driven by α-stable process
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Cites work
- Approximate controllability of fractional stochastic evolution equations
- Approximate controllability of Sobolev type fractional stochastic nonlocal nonlinear differential equations in Hilbert spaces
- Controllability of fractional neutral stochastic functional differential systems
- Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
- Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
- Existence of mild solutions for fractional neutral evolution equations
- Existence of solutions for a class of fractional boundary value problems via critical point theory
- Existence of solutions for nonlinear fractional stochastic differential equations
- Existence result for fractional neutral stochastic integro-differential equations with infinite delay
- Existence results for semilinear fractional differential equations via Kuratowski measure of noncompactness
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 5681159 (Why is no real title available?)
- Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes
- Lévy Processes and Stochastic Calculus
- Mild solutions for abstract fractional differential equations
- Nonlinear functional differential equations of monotone-type in Hilbert spaces
- Nonlocal Cauchy problem for fractional evolution equations
- Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes
- On existence results for impulsive fractional neutral stochastic integro-differential equations with nonlocal and state-dependent delay conditions
- Results for mild solution of fractional coupled hybrid boundary value problems
- Semigroups of linear operators and applications to partial differential equations
- Stability in distribution of neutral stochastic partial differential delay equations driven by -stable process
- Stability of Infinite Dimensional Stochastic Differential Equations with Applications
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Stochastic delay fractional evolution equations driven by fractional Brownian motion
- Stochastic Equations in Infinite Dimensions
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- The best constants in the Khintchine inequality
Cited in
(6)- Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes
- Neutral fractional stochastic differential equations driven by Rosenblatt process
- Stationary distributions for stochastic differential equations with memory driven by -stable processes
- Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
- Existence and stability results for stochastic fractional neutral differential equations with Gaussian noise and Lévy noise
- Stability in distribution of neutral stochastic partial differential delay equations driven by -stable process
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