Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion

Abstract In this paper, we study the exponential stability in the pth moment of mild solutions to neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion: d[x(t)+g(t,xt)]=[Ax(t)+f(t,xt)]dt+h(t,xt)dW(t)+σ(t)dBH(t), $$ d \bigl[x(t)+g(t,x_{t...

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Bibliografiset tiedot

Päätekijät:	Xinwen Zhang, Dehao Ruan
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	SpringerOpen 2018-08-01
Sarja:	Journal of Inequalities and Applications
Aiheet:	Neutral stochastic functional partial differential equation Mild solution Exponential stability Brownian motion Fractional Brownian motion
Linkit:	http://link.springer.com/article/10.1186/s13660-018-1793-9
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