Controllability of a stochastic functional differential equation driven by a fractional Brownian motion
Abstract Let U, V and W be three Hilbert spaces and let BH $B^{H}$ be a W-valued fractional Brownian motion with Hurst index H∈(12,1) $H\in(\frac{1}{2},1)$. In this paper, we consider the approximate controllability of the Sobolev-type fractional stochastic differential equation {Dtαc[Lx(t)]=Ax(t)+f...
I tiakina i:
| Ngā kaituhi matua: | , |
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| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
SpringerOpen
2018-03-01
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| Rangatū: | Advances in Difference Equations |
| Ngā marau: | |
| Urunga tuihono: | http://link.springer.com/article/10.1186/s13662-018-1565-3 |
| Ngā Tūtohu: |
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