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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Главные авторы:	Xinwen Zhang, Dehao Ruan
Формат:	Artigo
Язык:	Inglês
Опубликовано:	SpringerOpen 2018-08-01
Серии:	Journal of Inequalities and Applications
Предметы:	Neutral stochastic functional partial differential equation Mild solution Exponential stability Brownian motion Fractional Brownian motion
Online-ссылка:	http://link.springer.com/article/10.1186/s13660-018-1793-9
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