scholarly journals Existence and exponential stability in the pth moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Xia Zhou ◽  
Dongpeng Zhou ◽  
Shouming Zhong
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Exponential Stability ◽  
Fractional Brownian Motion ◽  
Mild Solutions ◽  
Semigroup Theory ◽  
Sufficient Conditions ◽  
Fractional Power ◽  
Banach Fixed Point Theorem ◽  
Mixed Fractional Brownian Motion

Abstract This paper consider the existence, uniqueness and exponential stability in the pth moment of mild solution for impulsive neutral stochastic integro-differential equations driven simultaneously by fractional Brownian motion and by standard Brownian motion. Based on semigroup theory, the sufficient conditions to ensure the existence and uniqueness of mild solutions are obtained in terms of fractional power of operators and Banach fixed point theorem. Moreover, the pth moment exponential stability conditions of the equation are obtained by means of an impulsive integral inequality. Finally, an example is presented to illustrate the effectiveness of the obtained results.

scholarly journals Stochastic Volterra integro-differential equations driven by a fractional Brownian motion with delayed impulses

Filomat ◽  
2017 ◽  
Vol 31 (19) ◽  
pp. 5965-5978 ◽  
Author(s):  
Xia Zhou ◽  
Xinzhi Liu ◽  
Shouming Zhong
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Mild Solutions ◽  
Sufficient Conditions ◽  
Fractional Power ◽  
Semi Group ◽  
Volterra Integrodifferential Equation ◽  
The Fixed Point Theorem ◽  
Delayed Impulses ◽  
Fractional Power Of Operators

In this paper, the problem of existence of mild solutions for a stochastic Volterra integrodifferential equation with delayed impulses and driven by a fractional Brownian motion (Hurst parameter H ? (1/2,1)) is investigated. Here, we assume that the delayed impulses are linear and impulsive transients depend on not only their current but also historical states of the system. Utilizing the fixed point theorem combine with fractional power of operators and the semi-group theory, sufficient conditions that guarantee the existence and uniqueness of mild solutions for such equation are obtained. Finally, an example is presented to demonstrate the effectiveness of the proposed results.

scholarly journals Neutral delay Hilfer fractional integrodifferential equations with fractional brownian motion

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yousef Alnafisah ◽  
Hamdy M. Ahmed
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Existence And Uniqueness ◽  
Mild Solutions ◽  
Semigroup Theory ◽  
Sufficient Conditions ◽  
Integrodifferential Equations ◽  
Neutral Delay ◽  
Fractional Differential ◽  
The Fixed Point Theorem

<p style='text-indent:20px;'>In this paper, we study the existence and uniqueness of mild solutions for neutral delay Hilfer fractional integrodifferential equations with fractional Brownian motion. Sufficient conditions for controllability of neutral delay Hilfer fractional differential equations with fractional Brownian motion are established. The required results are obtained based on the fixed point theorem combined with the semigroup theory, fractional calculus and stochastic analysis. Finally, an example is given to illustrate the obtained results.</p>

Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior

2019 ◽  
Vol 27 (2) ◽  
pp. 107-122
Author(s):  
Fulbert Kuessi Allognissode ◽  
Mamadou Abdoul Diop ◽  
Khalil Ezzinbi ◽  
Carlos Ogouyandjou
Keyword(s):  
Asymptotic Behavior ◽  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Existence And Uniqueness ◽  
Resolvent Operator ◽  
Mild Solutions ◽  
Sufficient Conditions ◽  
Integrodifferential Equations ◽  
Hurst Parameter

Abstract This paper deals with the existence and uniqueness of mild solutions to stochastic partial functional integro-differential equations driven by a sub-fractional Brownian motion {S_{Q}^{H}(t)} , with Hurst parameter {H\in(\frac{1}{2},1)} . By the theory of resolvent operator developed by R. Grimmer (1982) to establish the existence of mild solutions, we give sufficient conditions ensuring the existence, uniqueness and the asymptotic behavior of the mild solutions. An example is provided to illustrate the theory.

Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
A. Bakka ◽  
S. Hajji ◽  
D. Kiouach
Keyword(s):  
Hilbert Space ◽  
Fixed Point ◽  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Sufficient Conditions ◽  
Integrodifferential Equations ◽  
Hurst Parameter ◽  
Fixed Point Principle ◽  
Stochastic Functional

Abstract By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets of neutral stochastic functional integrodifferential equations with finite delay driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} in a Hilbert space.

scholarly journals Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Elhoussain Arhrrabi ◽  
M’hamed Elomari ◽  
Said Melliani ◽  
Lalla Saadia Chadli
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Exponential Stability ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Stability Of Solutions ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Existence And Stability ◽  
Fractional Stochastic Differential Equations

The existence, uniqueness, and stability of solutions to fuzzy fractional stochastic differential equations (FFSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition are investigated. Finally, we investigate the exponential stability of solutions.

scholarly journals Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Na Song ◽  
Zaiming Liu
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Asymptotic Properties ◽  
Regularity Conditions ◽  
Minimum Distance Estimator ◽  
Mixed Fractional Brownian Motion ◽  
Distance Estimator ◽  
Drift Parameter

We study the asymptotic properties of minimum distance estimator of drift parameter for a class of nonlinear scalar stochastic differential equations driven by mixed fractional Brownian motion. The consistency and limit distribution of this estimator are established as the diffusion coefficient tends to zero under some regularity conditions.

scholarly journals Maxima of stochastic processes driven by fractional Brownian motion

2005 ◽  
Vol 37 (03) ◽  
pp. 743-764 ◽  
Author(s):  
Boris Buchmann ◽  
Claudia Klüppelberg
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
State Space ◽  
Fractional Brownian Motion ◽  
Sufficient Conditions ◽  
Domain Of Attraction ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Maximum Domain Of Attraction

We study stationary processes given as solutions to stochastic differential equations driven by fractional Brownian motion. This rich class includes the fractional Ornstein-Uhlenbeck process and those processes that can be obtained from it by state space transformations. An explicit formula in terms of Euler's Γ-function describes the asymptotic behaviour of the covariance function of the fractional Ornstein-Uhlenbeck process near zero, which, by an application of Berman's condition, guarantees that this process is in the maximum domain of attraction of the Gumbel distribution. Necessary and sufficient conditions on the state space transforms are stated to classify the maximum domain of attraction of solutions to stochastic differential equations driven by fractional Brownian motion.

scholarly journals Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion

2020 ◽  
Vol 18 (1) ◽  
pp. 1097-1112
Author(s):  
Louk-Man Issaka ◽  
Mamadou Abdoul Diop ◽  
Hasna Hmoyed
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Stochastic Analysis ◽  
Mild Solutions ◽  
Hurst Parameter ◽  
Resolvent Operators ◽  
Final Point ◽  
Analysis Theory ◽  
Non Local

Abstract This paper deals with the existence of mild solutions for a class of non-local stochastic integro-differential equations driven by a fractional Brownian motion with Hurst parameter H\in \left(\tfrac{1}{2},1\right) . Discussions are based on resolvent operators in the sense of Grimmer, stochastic analysis theory and fixed-point criteria. As a final point, an example is given to illustrate the effectiveness of the obtained theory.

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