Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays

被引：0

作者：

Nguyen Tien Dung

机构：

[1] FPT University,Dmepartment of Mathematics

来源：

Journal of the Korean Statistical Society | 2014年 / 43卷

关键词：

Fractional Brownian motion; Mild solutions; Impulses; Delays; Asymptotic behaviors; 60G18; 60H15;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we investigate the existence, uniqueness and asymptotic behaviors of mild solutions to neutral stochastic differential equations with delays and nonlinear impulsive effects, driven by fractional Brownian motion with the Hurst index H > ½ in a Hilbert space. The cases of finite and infinite delays are discussed separately.

引用

页码：599 / 608

页数：9

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