Mean-square stability analysis of stochastic delay evolution equations driven by fractional Brownian motion with Hurst index H(0,1)

DOI10.3934/DCDSS.2023121MaRDI QIDQ6546790zbMATH OpenFDO

Authors Yejuan Wang, Gang Cao, Peter E. Kloeden

Publication date 30 May 2024

Published in Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/DCDSS.2023121

zbMATH Keywords

fractional Brownian motionmean-square exponential stabilitymild solutionstochastic delay evolution equations

Mathematics Subject Classification ID

Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) Asymptotic behavior of solutions to PDEs (35B40) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

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