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
收藏
页码：299 / 307
页数：9
相关论文
共 50 条
  • [41] A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion
    Xu, Jie
    Sun, Yanhua
    Ren, Jie
    JOURNAL OF THEORETICAL PROBABILITY, 2023, 36 (02) : 728 - 761
  • [42] Controllability of a stochastic functional differential equation driven by a fractional Brownian motion
    Han, Jingqi
    Yan, Litan
    ADVANCES IN DIFFERENCE EQUATIONS, 2018,
  • [43] Asymptotic inference for stochastic differential equations driven by fractional Brownian motion
    Shohei Nakajima
    Yasutaka Shimizu
    Japanese Journal of Statistics and Data Science, 2023, 6 : 431 - 455
  • [44] Lyapunov Techniques for Stochastic Differential Equations Driven by Fractional Brownian Motion
    Zeng, Caibin
    Yang, Qigui
    Chen, YangQuan
    ABSTRACT AND APPLIED ANALYSIS, 2014,
  • [45] Weak solutions to stochastic differential equations driven by fractional brownian motion
    Snuparkova, J.
    CZECHOSLOVAK MATHEMATICAL JOURNAL, 2009, 59 (04) : 879 - 907
  • [46] Controllability of a stochastic functional differential equation driven by a fractional Brownian motion
    Jingqi Han
    Litan Yan
    Advances in Difference Equations, 2018
  • [47] Parameter estimation in stochastic differential equation driven by fractional Brownian motion
    Filatova, Daria
    Grzywaczewski, Marek
    Shybanova, Elizaveta
    Zili, Mounir
    EUROCON 2007: THE INTERNATIONAL CONFERENCE ON COMPUTER AS A TOOL, VOLS 1-6, 2007, : 2111 - 2117
  • [48] Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
    Nualart, David
    Saussereau, Bruno
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (02) : 391 - 409
  • [49] A Support Theorem for Stochastic Differential Equations Driven by a Fractional Brownian Motion
    Jie Xu
    Yanhua Sun
    Jie Ren
    Journal of Theoretical Probability, 2023, 36 : 728 - 761
  • [50] Weak solutions to stochastic differential equations driven by fractional brownian motion
    J. Šnupárková
    Czechoslovak Mathematical Journal, 2009, 59 : 879 - 907
12345