Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays

DOI10.22199/issn.0717-6279-2019-04-0043zbMath1454.60091OpenAlexW2981800699MaRDI QIDQ5142096

Lakhel El Hassan

Publication date: 29 December 2020

Published in: Proyecciones (Antofagasta) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22199/issn.0717-6279-2019-04-0043

zbMATH Keywords

Wiener integralRosenblatt processevolution operatorBanach fixed point theoremneutral stochastic evolution equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (2)

Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay ⋮ Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay

Cites Work

• Unnamed Item
• Unnamed Item
• On the distribution of the Rosenblatt process
• 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
• A unified approach to abstract linear nonautonomous parabolic equations
• Integration questions related to fractional Brownian motion
• Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay
• Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
• Functional differential equations in Hilbert spaces driven by a fractional Brownian motion
• Existence and Uniqueness of Mild Solutions to Neutral SFDE driven by a Fractional Brownian Motion with non-Lipschitz Coefficients
• Second-order neutral impulsive stochastic evolution equations with delay
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
• Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay
• Analysis of the Rosenblatt process
• Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion
• Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
• Mild solutions for perturbed evolution equations with infinite state-dependent delay
• Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays