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

共 50 条

[1] Stochastic delay evolution equations driven by sub-fractional Brownian motion
Zhi Li
Guoli Zhou
Jiaowan Luo
[J]. Advances in Difference Equations, 2015
[2] Stochastic delay fractional evolution equations driven by fractional Brownian motion
Li, Kexue
[J]. MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2015, 38 (08) : 1582 - 1591
[3] Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
Rao, B. L. S. Prakasa
[J]. RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2020, 28 (02) : 113 - 122
[4] IMPULSIVE FRACTIONAL STOCHASTIC DIFFERENTIAL INCLUSIONS DRIVEN BY SUB-FRACTIONAL BROWNIAN MOTION WITH INFINITE DELAY AND SECTORIAL OPERATORS
Chaouche, Meryem
Guendouzi, Toufik
[J]. BULLETIN OF THE INSTITUTE OF MATHEMATICS ACADEMIA SINICA NEW SERIES, 2021, 16 (02): : 87 - 126
[5] Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
Zhi Li
Jiaowan Luo
[J]. Frontiers of Mathematics in China, 2015, 10 : 303 - 321
[6] Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
Li, Zhi
Luo, Jiaowan
[J]. FRONTIERS OF MATHEMATICS IN CHINA, 2015, 10 (02) : 303 - 321
[7] Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior
Allognissode, Fulbert Kuessi
Diop, Mamadou Abdoul
Ezzinbi, Khalil
Ogouyandjou, Carlos
[J]. RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2019, 27 (02) : 107 - 122
[8] Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion
Rao, B. L. S. Prakasa
[J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2018, 36 (04) : 600 - 612
[9] Stochastic fractional evolution equations with fractional brownian motion and infinite delay
Xu, Liping
Li, Zhi
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2018, 336 : 36 - 46
[10] An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion
Jafari, Hossein
Farahani, Hamed
[J]. STOCHASTICS AND DYNAMICS, 2023, 23 (03)

← 1 2 3 4 5 →