Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior

Author:

Allognissode Fulbert Kuessi,Diop Mamadou AbdoulORCID,Ezzinbi Khalil,Ogouyandjou Carlos

Abstract

Abstract This paper deals with the existence and uniqueness of mild solutions to stochastic partial functional integro-differential equations driven by a sub-fractional Brownian motion {S_{Q}^{H}(t)} , with Hurst parameter {H\in(\frac{1}{2},1)} . By the theory of resolvent operator developed by R. Grimmer (1982) to establish the existence of mild solutions, we give sufficient conditions ensuring the existence, uniqueness and the asymptotic behavior of the mild solutions. An example is provided to illustrate the theory.

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

Reference44 articles.

1. Parametric estimation for sub-fractional Ornstein–Uhlenbeck process;J. Statist. Plann. Inference,2013

2. Existence and exponential stability for some stochastic neutral partial functional integrodifferential equations;Random Oper. Stoch. Equ.,2014

3. Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients;Int. J. Math. Math. Sci.,2012

4. Sub-fractional Brownian motion and its relation to occupation times;Statist. Probab. Lett.,2004

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3