Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
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Cites work
- scientific article; zbMATH DE number 45101 (Why is no real title available?)
- Delay equations driven by rough paths
- Functional differential equations driven by a fractional Brownian motion
- Functional differential equations in Hilbert spaces driven by a fractional Brownian motion
- Malliavin calculus for fractional delay equations
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
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- Stability by fixed point theory for functional differential equations
- Stochastic calculus for fractional Brownian motion and related processes.
- 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
- Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
Cited in
(32)- Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup
- Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses
- Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
- New discussion on trajectory controllability of time-variant impulsive neutral stochastic functional integrodifferential equations via noncompact semigroup
- Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
- Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
- Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space
- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion
- Hilfer fractional neutral stochastic differential equations with non-instantaneous impulses
- Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion
- Long time behavior of fractional impulsive stochastic differential equations with infinite delay
- Approximate controllability of retarded impulsive stochastic integro-differential equations driven by fractional Brownian motion
- Successive approximation of neutral functional impulsive stochastic differential equations with Poisson jumps
- Existence and mean-square exponential stability of mild solutions for impulsive stochastic partial differential equations with noncompact semigroup
- Solvability of fractional order semi-linear stochastic impulsive differential equation with state-dependent delay
- Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
- Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
- Existence, Uniqueness and Stability of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays Driven by a Fractional Brownian Motion
- scientific article; zbMATH DE number 7285388 (Why is no real title available?)
- Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay
- Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion
- Existence uniqueness of mild solutions for \(\psi \)-Caputo fractional stochastic evolution equations driven by fBm
- 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
- Neutral impulsive stochastic differential equations driven by fractional Brownian motion with finite delay and Poisson jumps
- Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
- Stochastic stabilization of Markovian jump neutral systems with fractional Brownian motion and quantized controller
- Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
- Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
- Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses
- Existence of mild solutions to stochastic delay evolution equations with a fractional Brownian motion and impulses
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