pth moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses
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Publication:5086531
fixed point theoremstability analysisfractional differential inclusionsmild solutionstochastic differential inclusion
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stability theory of functional-differential equations (34K20) Fixed-point theorems (47H10) Functional-differential equations in abstract spaces (34K30) Functional-differential equations with impulses (34K45) Self-similar stochastic processes (60G18) Functional-differential inclusions (34K09)
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Cites work
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 1808203 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- A representation for self-similar processes
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses
- Approximate controllability of a class of fractional neutral stochastic integro-differential inclusions with infinite delay by using Mainardi's function
- Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
- Central and non-central limit theorems for weighted power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space
- Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays
- Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps
- Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
- Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory
- Impulsive differential equations and inclusions
- Local and global existence of mild solution for impulsive fractional stochastic differential equations
- Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
- Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes
- Pseudo almost periodic in distribution solutions to impulsive partial stochastic functional differential equations
- Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
- Successive approximation of neutral functional stochastic differential equations with jumps
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
- The existence and exponential stability for neutral stochastic partial differential equations with infinite delay and Poisson jump
- Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Cited in
(9)- Solvability of Atangana-Baleanu-Riemann (ABR) fractional stochastic differential equations driven by Rosenblatt process via measure of noncompactness
- Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
- Stability results of some fractional neutral integrodifferential equations with delay
- A two-dimensional stochastic fractional non-local diffusion lattice model with delays
- Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions
- Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot
- Moment stability of fractional stochastic evolution equations with Poisson jumps
- Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm
- Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
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