Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

By Brahim Boufoussi, Salah Hajji. 2012

240 citations recorded by the source corpus.

Subfields: Applied Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/f6d9829b5c40f9b232775d35b548663acd8ca7ab

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Rajesh Dhayal
2. Muslim Malik
3. Syed Abbas
4. Kexue Li

In Control and Systems Engineering

1. Rajesh Dhayal
2. Muslim Malik
3. Syed Abbas
4. Kexue Li

In Finance

1. Kexue Li

Citations in the corpus

• Approximate and trajectory controllability of fractional stochastic differential equation with non‐instantaneous impulses and Poisson jumps (2020, background): “It has many interesting properties, such as stationary increments, self-similarity, and long-range dependence properties when H>1=2: For more details on fBm, see [9-12] and the references cited therein.”
• Stochastic delay fractional evolution equations driven by fractional Brownian motion (2014, background): “Boufoussi and Hajji [13] proved the existence and uniqueness of mild solutions of a neutral stochastic differential equations with finite delay, driven by a fractional Brownian motion in a Hilbert space.”