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

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Cites work

scientific article; zbMATH DE number 481933 (Why is no real title available?)
A parabolic stochastic differential equation with fractional Brownian motion input
Convergence of delay differential equations driven by fractional Brownian motion
Delay differential equations: with applications in population dynamics
Delay equations driven by rough paths
Differential equations driven by fractional Brownian motion
Evolution equations driven by a fractional Brownian motion
Functional differential equations driven by a fractional Brownian motion
Random attractors for stochastic equations driven by a fractional Brownian motion
Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion
Stochastic Equations in Infinite Dimensions
Stochastic calculus with respect to Gaussian processes
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter $H> \frac12$
Stochastic evolution equations with fractional Brownian motion
The Malliavin Calculus and Related Topics
Young integrals and SPDEs

Cited in

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Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup
Asymptotic behavior of non-autonomous fractional stochastic reaction-diffusion equations
Conformable fractional stochastic differential equations with control function
Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses
Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions
Random attractors for non-autonomous fractional stochastic parabolic equations on unbounded domains
Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions
Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise
Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations
Exponential behavior and upper noise excitation index of solutions to evolution equations with unbounded delay and tempered fractional Brownian motions
Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior
Dynamics of the stochastic $g$-Navier-Stokes equations driven by nonlinear noise
Existence results systems coupled impulsive neutral stochastic functional differential equations with the measure of noncompactness
Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
Invariant measures of stochastic delay lattice systems
Dynamics of fractional stochastic reaction-diffusion equations on unbounded domains driven by nonlinear noise
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
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
Asymptotic behavior of fractional nonclassical diffusion equations driven by nonlinear colored noise on $\mathbb{R}^N$
Random dynamics of fractional stochastic reaction-diffusion equations on Rn without uniqueness
Weak pullback attractors for mean random dynamical systems in Bochner spaces
Existence and exponential stability in the $p$th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion
Convergence of $p$-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
Ergodicity and stationary solution for stochastic neutral retarded partial differential equations driven by fractional Brownian motion
Exponential behavior of solutions to stochastic integrodifferential equations with distributed delays
Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion
Random attractors of Fitzhugh-Nagumo systems driven by colored noise on unbounded domains
Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion
Stochastic bifurcation of pathwise random almost periodic and almost automorphic solutions for random dynamical systems
Stochastic dynamics of non-autonomous fractional Ginzburg-Landau equations on $\mathbb{R}^3 $
Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay
The existence and exponential behavior of solutions to time fractional stochastic delay evolution inclusions with nonlinear multiplicative noise and fractional noise
Global attractiveness and exponential stability for impulsive fractional neutral stochastic evolution equations driven by fBm
The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm
Neutral fractional stochastic partial differential equations with Clarke subdifferential
Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
Invariant measures of fractional stochastic delay reaction-diffusion equations on unbounded domains
Exponential stability of fractional stochastic differential equations with distributed delay
Approximate controllability of fractional stochastic differential equations driven by fractional Brownian motion
Asymptotic behavior of stochastic Fitzhugh-Nagumo systems on unbounded thin domains
Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
Long time behavior of stochastic parabolic problems with white noise in materials with thermal memory
Weak pullback attractors for stochastic Navier-Stokes equations with nonlinear diffusion terms
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
Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion
Random dynamics of $p$-Laplacian lattice systems driven by infinite-dimensional nonlinear noise
Controllability of nonlinear impulsive stochastic evolution systems driven by fractional Brownian motion
Random dynamics of lattice wave equations driven by infinite-dimensional nonlinear noise
A note on exponential stability of non-autonomous linear stochastic differential delay equations driven by a fractional Brownian motion with Hurst index $> \frac{1}{2}$
Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay
Existence and exponential behavior of multi-valued nonlinear fractional stochastic integro-differential equations with Poisson jumps of Clarke's subdifferential type
On terminal value problems for bi-parabolic equations driven by Wiener process and fractional Brownian motions
Existence and asymptotic behavior of solutions for neutral stochastic partial integrodifferential equations with infinite delays
Nontrivial equilibrium solutions and general stability for stochastic evolution equations with pantograph delay and tempered fractional noise
Trajectory controllability of impulsive neutral stochastic functional integrodifferential equations driven by fBm with noncompact semigroup via Mönch fixed point
Dynamics of fractional nonclassical diffusion equations with delay driven by additive noise on $\mathbb{R}^n$
Existence and stability of Ulam-Hyers for neutral stochastic functional differential equations
Study approximate controllability and null controllability of neutral delay Hilfer fractional stochastic integrodifferential system with Rosenblatt process
Second-order neutral impulsive stochastic evolution equations with infinite delay: existence, uniqueness and averaging principle
Stochastic fractional diffusion equations containing finite and infinite delays with multiplicative noise
Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
Random attractors of reaction-diffusion equations without uniqueness driven by nonlinear colored noise
New discussion on trajectory controllability of time-variant impulsive neutral stochastic functional integrodifferential equations via noncompact semigroup
Dissipative control of Markovian jumping genetic regulatory networks with time-varying delays and reaction-diffusion driven by fractional Brownian motion
Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion
Continuity with respect to the Hurst parameter of solutions to stochastic evolution equations driven by $H$-valued fractional Brownian motion
Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index $H\in(0,1) $
Fractal dimension of random invariant sets and regular random attractors for stochastic hydrodynamical equations
The convergence of exponential Euler method for weighted fractional stochastic equations
Long term behavior of random Navier-Stokes equations driven by colored noise
Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion
Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space
Controllability of semilinear neutral stochastic integrodifferential evolution systems with fractional Brownian motion
Existence of solutions for mean-field integrodifferential equations with delay
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
OPTIMAL CONTROLS FOR SOME IMPLUSIVE STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS E. KPIZIM, K. EZZINBI, V. VINODKUMAR AND M. A. DIOP
Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in $0<H<\frac{1}{2}$, and Poisson jumps
Asymptotic behavior of non-autonomous fractional $p$-Laplacian equations driven by additive noise on unbounded domains
Existence and asymptotic behavior of square-mean S-asymptotically periodic solutions for stochastic evolution equation involving delay
Neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion
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 $\mathbb{R}^n$
Asymptotical behavior of non-autonomous stochastic reaction-diffusion equations with variable delay on $\mathbb{R}^N$
Mean random attractors of stochastic lattice fractional delay Gray-Scott equations in higher moment product sequence spaces
Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion
Existence and asymptotic stability for lattice stochastic integrodifferential equations with infinite delays
Well-posedness and dynamics of impulsive fractional stochastic evolution equations with unbounded delay
On a fractional Rayleigh–Stokes equation driven by fractional Brownian motion
Approximate controllability of retarded impulsive stochastic integro-differential equations driven by fractional Brownian motion
Impulsive fractional stochastic differential inclusions driven by sub-fractional Brownian motion with infinite delay and sectorial operators
Asymptotically autonomous robustness of random attractors for a class of weakly dissipative stochastic wave equations on unbounded domains
Asymptotic behavior of non-autonomous fractional stochastic $p$-Laplacian equations with colored noise and delay on $\mathbb{R}^n$
Global stability of stationary solutions for a class of semilinear stochastic functional differential equations with additive white noise
Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process

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