Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
From MaRDI portal
(Redirected from Publication:893331)
Recommendations
- Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
- scientific article; zbMATH DE number 7285388
- Existence of solutions for fractional impulsive neutral functional differential equations driven by fractional Brownian motion
- Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays
- Existence and uniqueness of mild solutions to neutral impulsive fractional stochastic delay differential equations driven by both Brownian motion and fractional Brownian motion
Cites work
- scientific article; zbMATH DE number 4063587 (Why is no real title available?)
- scientific article; zbMATH DE number 3678487 (Why is no real title available?)
- scientific article; zbMATH DE number 3595596 (Why is no real title available?)
- scientific article; zbMATH DE number 812113 (Why is no real title available?)
- A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
- Evolution equations driven by a fractional Brownian motion
- Existence and controllability results for nondensely defined impulsive semilinear functional differential inclusions
- Existence results for nondensely defined impulsive semilinear functional differential inclusions with infinite delay
- FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
- Integrated semigroups
- Itô's formula with respect to fractional Brownian motion and its application
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- New comparison results for impulsive integro-differential equations and applications
- Nondensely defined evolution impulsive differential inclusions with nonlocal conditions.
- On a class of measure-dependent stochastic evolution equations driven by fbm
- On fractional Brownian processes
- On nondensely defined semilinear stochastic functional differential equations with nonlocal conditions
- The Malliavin Calculus and Related Topics
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Theory and applications of partial functional differential equations
- Variation of constants formula and almost periodic solutions for some partial functional differential equations with infinite delay
Cited in
(9)- Existence and stability for fractional parabolic integro-partial differential equations with fractional Brownian motion and nonlocal condition
- Perturbed impulsive neutral stochastic functional differential equations
- Impulsive fractional stochastic differential inclusions driven by sub-fractional Brownian motion with infinite delay and sectorial operators
- Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps
- Neutral functional partial differential equations driven by fractional Brownian motion with non-Lipschitz coefficients
- Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
- Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay
- Exponential synchronization for stochastic neural networks driven by fractional Brownian motion
- Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
This page was built for publication: Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q893331)
