[PDF] Top 20 Stochastic delay evolution equations driven by sub fractional Brownian motion
Has 10000 "Stochastic delay evolution equations driven by sub fractional Brownian motion" found on our website. Below are the top 20 most common "Stochastic delay evolution equations driven by sub fractional Brownian motion".
Stochastic delay evolution equations driven by sub fractional Brownian motion
... ther a semimartingale nor a Markov process when H = . The fBm is a suitable generaliza- tion of the standard Brownian motion, but exhibits long-range dependence, self-similarity and which has stationary ... See full document
17
Stability of delayed impulsive stochastic differential equations driven by a fractional Brown motion with time varying delay
... impulsive stochastic differential equations driven by a fractional Brown motion with finite time-varying ...the fractional Brown motion belongs to ( 1 2 , ...of ... See full document
23
Exponential stability behavior of neutral stochastic integrodifferential equations with fractional Brownian motion and impulsive effects
... a fractional Brownian motion (fBm) is a Gaussian stochastic process, which varies pointedly from semimartingales and a standard Brownian motion to other processes usually ... See full document
20
Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non Lipschitz condition
... differential equations to autonomous differential ...about stochastic averaging for dynamic problems with Gaussian random perturba- tion [17–19], Poisson noise [20, 21], Lévy motion [22–25], ... See full document
15
Mean square Hyers Ulam stability of stochastic differential equations driven by Brownian motion
... order stochastic differential equations is studied by using the Ito ...order stochastic differential equations with constant coefficients by the substitution ...order stochastic differential ... See full document
12
Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps
... control. Fractional Brownian motion (fBm) is for a family of Gaussian processes that is indexed by the Hurst parameter H ∈ (0, 1) (see ...standard Brownian motion, in particular it is ... See full document
23
Controllability of a stochastic functional differential equation driven by a fractional Brownian motion
... of Brownian motion, fractional Brownian motion (fBm) is a self- similar Gaussian processes which have the properties of long/short-range ...with Brownian motion, the ... See full document
18
Existence and exponential stability in the pth moment for impulsive neutral stochastic integro differential equations driven by mixed fractional Brownian motion
... Gaussian stochastic process, fractional Brownian motion heavily relies on the Hurst index H ∈ (0, 1) introduced by Kolmogorov [27], it is an effective tool in modelling many stochastic ... See full document
19
Global Uniqueness Result for Functional Differential Equations Driven by a Wiener Process and Fractional Brownian Motion
... mixed stochastic functional differential equation driven by a Wiener process and fractional Brownian motion with Hurst index H > ... See full document
15
Cylindrical fractional Brownian motion in Banach spaces
... related stochastic integration ...spaces driven by cylindrical Liouville ...an evolution equation driven by a fractional Brownian motion is considered by Balan in ...a ... See full document
31
On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G Brownian motion
... Several stochastic dynamical systems not only rely on current and past values but also include derivatives with ...Neutral stochastic functional differential equations (NSFDEs) are employed to express ... See full document
16
On the non Lipschitz stochastic differential equations driven by fractional Brownian motion
... Let (, F, P) be a complete probability space. SDEs with respect to fBm have been in- terpreted via various stochastic integrals, such as the Wick integral, the Wiener integral, the Skorohod integral, and path-wise ... See full document
15
Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
... The rest of this paper is organized as follows. In Sect. 2, we first recall some necessary preliminaries on the stochastic differential equations with respect to Brownian motion and ... See full document
15
Nonlocal stochastic integro differential equations driven by fractional Brownian motion
... for stochastic evolution equations with nonlocal ...of stochastic differential equations with nonlocal conditions are valid only for the Lipschitz or compact assumptions on nonlocal ... See full document
14
Attracting and quasi invariant sets of neutral stochastic integro differential equations with impulses driven by fractional Brownian motion
... The paper is devoted to investigating a class of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion. By establishing two new ... See full document
15
Nonlocal fractional stochastic differential equations driven by fractional Brownian motion
... The main purpose of this paper is to study the existence of mild solutions of system (). To the best of our knowledge, the validation of many existence results of stochastic differ- ential equations with ... See full document
16
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
... Sobolev-type fractional neutral stochastic differential equations driven by fractional Brownian motion with infinite delay in a Hilbert ...theorem, ... See full document
15
Dynamic demand and mean-field games
... the stochastic case, characterized by a stochastic disturbance in the form of a Brownian motion in the microscopic ...the stochastic disturbance expires in a neighborhood of the ...the ... See full document
13
Strong Local Non Determinism of Sub Fractional Brownian Motion
... The fractional Brownian motion (fBm for short) is the best known and most used process with long-dependence property for models in telecommunications, turbulence, image processing and ...as ... See full document
6
Parameter estimation for nonergodic Ornstein Uhlenbeck process driven by the weighted fractional Brownian motion
... The fractional Brownian motion (fBm for short) has already been widely applied in hydrol- ogy, traffic volume prediction, estimation of Hurst exponent of seismic signal, finance, and various other areas ... See full document
16
Related subjects