Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process

DOI10.1080/07362994.2019.1695630zbMath1440.60049OpenAlexW2993747424WikidataQ126630432 ScholiaQ126630432MaRDI QIDQ5216268

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Publication date: 17 February 2020

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2019.1695630

zbMATH Keywords

exponential stabilitymild solutionfractional calculusRosenblatt processPoisson jumpssecond order stochastic differential system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory for integral equations (45M10) Stochastic integrals (60H05) Fractional ordinary differential equations (34A08)

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Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion ⋮ Hilfer fractional neutral stochastic differential equations with non-instantaneous impulses ⋮ Sobolev-type nonlocal conformable stochastic differential equations ⋮ Well posedness of second-order impulsive fractional neutral stochastic differential equations ⋮ Ulam–Hyers stability for second-order non-instantaneous impulsive fractional neutral stochastic differential equations ⋮ Existence and Exponential Stability for Neutral Stochastic Integrodifferential Equation Driven by Fractional Brownian Motion and Poisson Jumps ⋮ Wellposedness and controllability results of stochastic integrodifferential equations with noninstantaneous impulses and Rosenblatt process ⋮ Well posedness of second-order non-instantaneous impulsive fractional neutral stochastic differential equations ⋮ Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control ⋮ Stability for some impulsive neutral stochastic functional integro-differential equations driven by fractional Brownian motion ⋮ Exponential stability of impulsive fractional neutral stochastic differential equations ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control ⋮ Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion ⋮ Unnamed Item ⋮ Null controllability of nonlocal Sobolev-Type Hilfer fractional stochastic differential system driven by fractional Brownian motion and Poisson jumps

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