The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion

DOI10.1016/J.NA.2011.02.047zbMATH Open1218.60053OpenAlexW1976029405MaRDI QIDQ540253FDOQ540253

Authors: María J. Garrido-Atienza, Takeshi Taniguchi, T. Caraballo 

Publication date: 1 June 2011

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://idus.us.es/xmlui/handle/11441/23722

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zbMATH Keywords

fractional Brownian motiondelay stochastic PDEsexponential decay in mean square

Mathematics Subject Classification ID

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

Cites Work

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• Young integrals and SPDEs
• Delay equations driven by rough paths
• Convergence of delay differential equations driven by fractional Brownian motion
• Functional differential equations driven by a fractional Brownian motion
• Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\)

Cited In (only showing first 100 items - show all)

• Stochastic bifurcation of pathwise random almost periodic and almost automorphic solutions for random dynamical systems
• Invariant measures of fractional stochastic delay reaction–diffusion equations on unbounded domains
• Random dynamics of fractional stochastic reaction-diffusion equations on Rn without uniqueness
• Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
• Random attractors of FitzHugh–Nagumo systems driven by colored noise on unbounded domains
• Asymptotic behavior of non-autonomous fractional stochastic reaction-diffusion equations
• Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
• Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
• Existence and exponential behavior of multi-valued nonlinear fractional stochastic integro-differential equations with Poisson jumps of Clarke's subdifferential type
• Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion
• Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
• Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior
• Dynamics of fractional stochastic reaction-diffusion equations on unbounded domains driven by nonlinear noise
• Weak pullback attractors for mean random dynamical systems in Bochner spaces
• Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup
• Exponential Behavior of Solutions to Stochastic Integrodifferential Equations with Distributed Delays
• Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
• Neutral fractional stochastic partial differential equations with Clarke subdifferential
• Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses
• Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
• Approximate controllability of fractional stochastic differential equations driven by fractional Brownian motion
• Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
• Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions
• Random dynamics of lattice wave equations driven by infinite-dimensional nonlinear noise
• Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
• Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise
• Invariant measures of stochastic delay lattice systems
• Dynamics of non-autonomous fractional reaction-diffusion equations on \(\mathbb{R}^N\) driven by multiplicative noise
• Upper semi-continuity of attractors for non-autonomous fractional stochastic parabolic equations with delay
• Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
• Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
• Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
• Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions
• The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm
• Asymptotic behavior of stochastic Fitzhugh-Nagumo systems on unbounded thin domains
• Controllability of nonlinear impulsive stochastic evolution systems driven by fractional Brownian motion
• Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
• Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
• Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion
• Long time behavior of stochastic parabolic problems with white noise in materials with thermal memory
• Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
• Weak pullback attractors for stochastic Navier-Stokes equations with nonlinear diffusion terms
• Random dynamics of \(p\)-Laplacian lattice systems driven by infinite-dimensional nonlinear noise
• Conformable fractional stochastic differential equations with control function
• Dynamics of the stochastic \(g\)-Navier-Stokes equations driven by nonlinear noise
• Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay
• Global attractiveness and exponential stability for impulsive fractional neutral stochastic evolution equations driven by fBm
• Existence results systems coupled impulsive neutral stochastic functional differential equations with the measure of noncompactness
• Asymptotic behavior of fractional nonclassical diffusion equations driven by nonlinear colored noise on $\mathbb{R}^N$
• Stochastic dynamics of non-autonomous fractional Ginzburg-Landau equations on \(\mathbb{R}^3 \)
• New well-posedness results for stochastic delay Rayleigh-Stokes equations
• Upper semi-continuity of non-autonomous fractional stochastic \(p\)-Laplacian equation driven by additive noise on \(\mathbb{R}^n\)
• Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay
• Long term behavior of random Navier-Stokes equations driven by colored noise
• Well-posedness and dynamics of impulsive fractional stochastic evolution equations with unbounded delay
• Random dynamics of non-autonomous fractional stochastic \(p\)-Laplacian equations on \(\mathbb{R}^N\)
• Long-time dynamics of fractional nonclassical diffusion equations with nonlinear colored noise and delay on unbounded domains
• Regularity of random attractors for fractional stochastic reaction-diffusion equations on \(\mathbb{R}^n\)
• Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion
• Random attractors for non-autonomous fractional stochastic parabolic equations on unbounded domains
• Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
• Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise
• Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
• Random attractors for non-autonomous stochastic wave equations with multiplicative noise
• Title not available (Why is that?)
• Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
• Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
• Asymptotic behavior of stochastic discrete wave equations with nonlinear noise and damping
• Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
• Existence and upper semicontinuity of attractors for stochastic equations with deterministic non-autonomous terms
• Stochastic delay differential equations in a Hilbert space driven by fractional Brownian motion
• Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
• Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
• Impacts of Gaussian noises on the blow-up times of nonlinear stochastic partial differential equations
• Numerical implementation of stochastic operational matrix driven by a fractional Brownian motion for solving a stochastic differential equation
• Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps
• RETRACTED ARTICLE: Existence of weak solutions of stochastic delay differential systems with Schrödinger-Brownian motions
• Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time-varying delay
• Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm
• Stochastic delay fractional evolution equations driven by fractional Brownian motion
• Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps
• Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
• Nonlocal stochastic integro-differential equations driven by fractional Brownian motion
• Dynamics of the non-autonomous stochastic \(p\)-Laplace equation driven by multiplicative noise
• Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
• Convergence of solutions of mixed stochastic delay differential equations with applications
• Asymptotic behavior of random Navier-Stokes equations driven by Wong-Zakai approximations
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• Pullback attractors of non-autonomous stochastic degenerate parabolic equations on unbounded domains
• Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays
• A note on stability of SPDEs driven by \(\alpha\)-stable noises
• A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index \(> \frac{1}{2}\)
• Dynamics of stochastic reaction-diffusion lattice systems driven by nonlinear noise
• Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay
• Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
• Exponential stability of fractional stochastic differential equations with distributed delay
• On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay
• Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
• Stochastic differential equations with time-dependent coefficients driven by fractional Brownian motion
• Stability of a class of impulsive neutral stochastic functional partial differential equations

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