scientific article; zbMATH DE number 7563611
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Cites work
- A new generalized Gronwall inequality with a double singularity and its applications to fractional stochastic differential equations
- Abstract semilinear stochastic Itô-Volterra integrodifferential equations
- Asymptotic behavior of neutral stochastic partial functional integro-differential equations driven by a fractional Brownian motion
- Existence and stability results for impulsive stochastic functional integrodifferential equation with Poisson jumps
- Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps
- Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
- scientific article; zbMATH DE number 6707712 (Why is no real title available?)
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators
- Resolvent Operators for Integral Equations in a Banach Space
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay
- Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stochastic Equations in Infinite Dimensions
- Stochastic evolution equations with fractional Brownian motion
- Successive approximation of neutral functional stochastic differential equations with jumps
- The Malliavin Calculus and Related Topics
Cited in
(3)- Qualitative behaviour of stochastic integro-differential equations with random impulses
- Neutral impulsive stochastic differential equations driven by fractional Brownian motion with finite delay and Poisson jumps
- Existence and Hyers-Ulam stability of stochastic integrodifferential equations with a random impulse
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