Existence, Uniqueness and Stability of Impulsive Stochastic Partial Neutral Functional Differential Equations with Infinite Delays Driven by a Fractional Brownian Motion

DOI10.5890/DNC.2020.06.012MaRDI QIDQ5092925zbMATH OpenFDO

Authors K. Ramkumar, E. M. Elsayed, A. Anguraj

Publication date 26 July 2022

Published in The interdisciplinary journal of Discontinuity, Complexity, and Nonlinearity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5890/DNC.2020.06.012

Mathematics Subject Classification ID

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

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Cites work

• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
• Existence and Uniqueness Results for Neutral SDEs in Hilbert Spaces
• Existence, uniqueness and stability of impulsive stochastic partial neutral functional differential equations with infinite delays
• Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
• Existence, uniqueness and stability results for impulsive neutral stochastic functional differential equations with infinite delay and Poisson jumps
• 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 for neutral stochastic partial differential equations with delays and Poisson jumps
• Exponential stability of mild solutions of stochastic partial differential equations with delays
• Fractional Brownian Motions, Fractional Noises and Applications
• Functional differential equations driven by a fractional Brownian motion
• Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• Semigroups of linear operators and applications to partial differential equations
• Stochastic Equations in Infinite Dimensions
• Stochastic evolution equations with fractional Brownian motion
• Successive approximation of neutral functional stochastic differential equations with jumps
• Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
• The Malliavin Calculus and Related Topics

Cited in

(10)

• Hilfer fractional neutral stochastic differential equations with non-instantaneous impulses
• Well posedness of second-order impulsive fractional neutral stochastic differential equations
• Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
• Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional partial integrodifferential equations with infinite delay and Poisson jumps
• On stability of stochastic differential equations with random impulses driven by Poisson jumps
• scientific article; zbMATH DE number 7563611 (Why is no real title available?)
• Existence and exponential stability for neutral stochastic integrodifferential equation driven by fractional Brownian motion and Poisson jumps
• Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion
• scientific article; zbMATH DE number 7285388 (Why is no real title available?)
• On stability of nonlocal neutral stochastic integro differential equations with random impulses and Poisson jumps

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