Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes-Reference-Cited by-同舟云学术

Exponential stability of impulsive neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

Published:2017-11-04 Issue:1-2 Volume:29 Page:233-247
ISSN:1012-9405
Container-title:Afrika Matematika
language:en
Short-container-title:Afr. Mat.

Author:

Boufoussi Brahim,Hajji Salah,Lakhel El Hassan

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/article/10.1007/s13370-017-0538-0/fulltext.html

Reference20 articles.

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2. Biagini, F., Hu, Y., Øksendal, B., Zhang, T.: Stochastic calculus for Fractional brownian motion and Application. Springer, Berlin (2008)

3. Boufoussi, B., Hajji, S.: Neutral stochastic functional differential equation driven by a fractional Brownian motion in a Hilbert space. Stat. Probab. Lett. 82, 1549–1558 (2012)

4. Boufoussi, B., Hajji, S., Lakhel, E.: Functional differential equations in Hilbert spaces driven by a fractional Brownian motion. Afrika Matematika 23(2), 173–194 (2011)

5. Caraballo, T., Garrido-Atienza, M.J., Taniguchi, T.: The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion. Nonlinear Anal. 74, 3671–3684 (2011)

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