The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional brownian motion

By Tomás Caraballo, María J. Garrido-Atienza, Takeshi Taniguchi. 2011

324 citations recorded by the source corpus.

Abstract In this paper we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a fractional Brownian motion B Q H ( t ) : d X ( t ) = ( A X ( t ) + f ( t , X t ) ) d t + g ( t ) d B Q H ( t ) , with Hurst parameter H ∈ ( 1 / 2 , 1 ) . We also consider the existence of weak solutions.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/74501aaef96dd6c394758de3781905d803e93b6f

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In Applied Mathematics

  1. Kening Lu
  2. Bixiang Wang
  3. Peter W. Bates
  4. Andrew L. Krause
  5. Zhang Chen
  6. Anhui Gu

In Computational Theory and Mathematics

  1. Bixiang Wang
  2. Anhui Gu
  3. Kening Lu
  4. Andrew L. Krause
  5. Peter W. Bates
  6. Xiliang Li
  7. Zhang Chen
  8. Shengfan Zhou

In Numerical Analysis

  1. Peter W. Bates
  2. Bixiang Wang
  3. Kening Lu

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