Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays

DOI10.1016/J.JKSS.2014.02.003zbMATH Open1304.60074OpenAlexW2013408634MaRDI QIDQ488608FDOQ488608

Dung Nguyen Tien

Publication date: 26 January 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2014.02.003

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zbMATH Keywords

fractional Brownian motionasymptotic behaviorsimpulsesmild solutionsdelays

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)

Cites Work

• Semigroups of linear operators and applications to partial differential equations
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• Stochastic calculus for fractional Brownian motion and related processes.
• Stability by fixed point theory for functional differential equations
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• Delay equations driven by rough paths
• Functional differential equations in Hilbert spaces driven by a fractional Brownian motion
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
• Functional differential equations driven by a fractional Brownian motion
• Malliavin calculus for fractional delay equations
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)
• Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

Cited In (22)

• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
• Title not available (Why is that?)
• Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach
• Impulsive stochastic fractional differential equations driven by fractional Brownian motion
• Title not available (Why is that?)
• Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup
• Existence and mean-square exponential stability of mild solutions for impulsive stochastic partial differential equations with noncompact semigroup
• Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses
• Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
• Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses
• Hilfer fractional neutral stochastic differential equations with non-instantaneous impulses
• Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
• Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
• Approximate controllability of retarded impulsive stochastic integro-differential equations driven by fractional Brownian motion
• Solvability of fractional order semi-linear stochastic impulsive differential equation with state-dependent delay
• Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
• Stochastic stabilization of Markovian jump neutral systems with fractional Brownian motion and quantized controller
• New discussion on trajectory controllability of time-variant impulsive neutral stochastic functional integrodifferential equations via noncompact semigroup
• Existence uniqueness of mild solutions for \(\psi \)-Caputo fractional stochastic evolution equations driven by fBm
• Existence, Uniqueness and Stability of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays Driven by a Fractional Brownian Motion
• 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

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