scholarly journals Controllability of neutral impulsive stochastic functional integrodifferential equations driven by a fractional Brownian motion with infinite delay via resolvent operator

2022 ◽  
Vol 15 (03) ◽  
pp. 172-185
Author(s):  
D. Chalishajar ◽  
K. Ramkumar ◽  
A. Anguraj ◽  
K. Ravikumar ◽  
M. A. Diop
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Resolvent Operator ◽  
Infinite Delay ◽  
Integrodifferential Equations ◽  
Stochastic Functional

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.

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.

Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion

2014 ◽  
Vol 22 (4) ◽  
Author(s):  
Zhi Li ◽  
Jiaowan Luo
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Functional Differential Equations ◽  
Hurst Parameter ◽  
Stochastic Functional Differential Equations ◽  
Harnack Inequalities ◽  
Functional Differential ◽  
Stochastic Functional

AbstractIn this paper, Harnack inequalities are established for stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter

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