Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion

被引：29

作者：

Tamilalagan, P. ^{[1
]}

Balasubramaniam, P. ^{[1
]}

机构：

[1] Deemed Univ, Gandhigram Rural Inst, Dept Math, Gandhigram 624302, Tamil Nadu, India

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2017年 / 305卷

关键词：

Asymptotic stability; Fixed point theorem; Fractional Brownian motion; Fractional calculus; Stochastic differential inclusions; INTEGRODIFFERENTIAL INCLUSIONS; EVOLUTION-EQUATIONS; INFINITE DELAY; CONTROLLABILITY; EXISTENCE;

D O I：

10.1016/j.amc.2017.02.013

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this manuscript, we consider a class of fractional stochastic differential inclusions driven by fractional Brownian motion in Hilbert space with Hurst parameter (H) over cap is an element of (1/2, 1). Sufficient conditions for the existence and asymptotic stability of mild solutions are derived in mean square moment by employing fractional calculus, analytic resolvent operators and Bohnenblust-Karlin's fixed point theorem. The effectiveness of the obtained theoretical results is illustrated by an example. (C) 2017 Elsevier Inc. All rights reserved.

引用

页码：299 / 307

页数：9

共 50 条

[21] Fuzzy stochastic differential equations driven by fractional Brownian motion
Jafari, Hossein
Malinowski, Marek T.
Ebadi, M. J.
ADVANCES IN DIFFERENCE EQUATIONS, 2021, 2021 (01)
[22] A singular stochastic differential equation driven by fractional Brownian motion
Hu, Yaozhong
Nualart, David
Song, Xiaoming
STATISTICS & PROBABILITY LETTERS, 2008, 78 (14) : 2075 - 2085
[23] Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
Xinwen Zhang
Dehao Ruan
Journal of Inequalities and Applications, 2018
[24] Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
Zhang, Xinwen
Ruan, Dehao
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018,
[25] MOMENT ESTIMATES FOR SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY ANALYTIC FRACTIONAL BROWNIAN MOTION
Unterberger, Jeremie
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2010, 15 : 411 - 417
[26] Approximate Controllability via Resolvent Operators of Sobolev-Type Fractional Stochastic Integrodifferential Equations with Fractional Brownian Motion and Poisson Jumps
Ahmed, Hamdy M.
BULLETIN OF THE IRANIAN MATHEMATICAL SOCIETY, 2019, 45 (04) : 1045 - 1059
[27] Approximate Controllability via Resolvent Operators of Sobolev-Type Fractional Stochastic Integrodifferential Equations with Fractional Brownian Motion and Poisson Jumps
Hamdy M. Ahmed
Bulletin of the Iranian Mathematical Society, 2019, 45 : 1045 - 1059
[28] Controllability of Fractional Order Stochastic Differential Inclusions with Fractional Brownian Motion in Finite Dimensional Space
T.Sathiyaraj
P.Balasubramaniam
IEEE/CAA Journal of Automatica Sinica, 2016, 3 (04) : 400 - 410
[29] Controllability of Fractional Order Stochastic Differential Inclusions with Fractional Brownian Motion in Finite Dimensional Space
Sathiyaraj, T.
Balasubramaniam, P.
IEEE-CAA JOURNAL OF AUTOMATICA SINICA, 2016, 3 (04) : 400 - 410
[30] Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
Boufoussi B.
Hajji S.
Mouchtabih S.
Afrika Matematika, 2018, 29 (3-4) : 575 - 589

← 1 2 3 4 5 →