Stochastic delay evolution equations driven by sub-fractional Brownian motion

被引：4

作者：

Li, Zhi ^{[1
]}

Zhou, Guoli ^{[2
]}

Luo, Jiaowan ^{[3
]}

机构：

[1] Yangtze Univ, Sch Informat & Math, Jinzhou 434023, Peoples R China

[2] Chongqing Univ, Sch Math & Stat, Chongqing 400044, Peoples R China

[3] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2015年

关键词：

existence and uniqueness; stochastic delay evolution equations; sub-fractional Brownian motion; exponential decay in mean square; INTEGRATION; RESPECT; SYSTEMS; TIME;

D O I：

10.1186/s13662-015-0366-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a sub-fractional Brownian motion S-Q(H) (t): dX(t) = (AX(t) + f (t, X-t)) dt + g(t) dS(Q)(H) (t) with index H is an element of (1/ 2, 1).

引用

页数：17

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