Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses
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Cites work
- An impulse-to-impulse discrete-time mapping for a time-delay impulsive system
- Analytical treatment of Volterra integro-differential equations of fractional order
- Asymptotic stability properties of volterra integro- differential equations
- Compactness methods for an abstract nonlinear Volterra integrodifferential equation
- Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- Exponential asymptotic stability of nonlinear Volterra equations with random impulses
- Exponential stability of a class of nonlinear singularly perturbed systems with delayed impulses
- Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
- Exponential stability of nonlinear time-delay systems with delayed impulse effects
- Integral inequality and exponential stability for neutral stochastic partial differential equations with delays
- Long memory in a linear stochastic Volterra differential equation
- Mean square stability of stochastic Volterra integro-differential equations
- Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
- Nonlinear stability of one-leg methods for neutral Volterra delay-integro-differential equations
- On the uniform asymptotic stability for a linear integro-differential equation of Volterra type
- Stability analysis of Volterra delay-integro-differential equations and their backward differentiation time discretization.
- Stability of nonlinear differential systems with state-dependent delayed impulses
- Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
- The density of solutions to multifractional stochastic Volterra integro-differential equations
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
Cited in
(7)- Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
- Exponential stability of impulsive fractional neutral stochastic differential equations
- Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
- Trajectory control and pth moment exponential stability of neutral functional stochastic systems driven by Rosenblatt process
- Delayed consensus in mean-square of mass under Markov switching topologies and Brown noise
- Pricing of the vulnerable exchange option under the mixed fractional Brownian motion environment
- Stochastic admissibility of singular Markov jump systems driven by fractional Brownian motion based on SMC technology
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