Should you have institutional access? Here's how to get it ...
Accessible Unlicensed Requires Authentication Published by De Gruyter May 10, 2019

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

Fulbert Kuessi Allognissode, Mamadou Abdoul Diop ORCID logo, Khalil Ezzinbi and Carlos Ogouyandjou

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 SQH(t), with Hurst parameter H(12,1). 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.

MSC 2010: 60H15; 60G15

Communicated by Vyacheslav L. Girko


Funding statement: The authors are supported by CEA-MITIC (Gaston Berger University (UGB), UFR Sciences Appliquées et de Technologie, Saint-Louis, Sénégal, CEA-SMA (Université d’Abomey-Calavi (UAC), Institut de Mathématiques et de Sciences Physiques, Porto Novo, Benin) and Réseau EDP Modélisation et Contrôle.

Acknowledgements

The authors are very much thankful to the editor and the referees for the interesting remarks and comments which helped to improve the paper.

References

[1] T. Bojdecki, L. G. Gorostiza and A. Talarczyk, Sub-fractional Brownian motion and its relation to occupation times, Statist. Probab. Lett. 69 (2004), no. 4, 405–419. 10.1016/j.spl.2004.06.035Search in Google Scholar

[2] T. Caraballo and M. A. Diop, Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion, Front. Math. China 8 (2013), no. 4, 745–760. 10.1007/s11464-013-0300-3Search in Google Scholar

[3] T. Caraballo, M. A. Diop and A. A. Ndiaye, Asymptotic behavior of neutral stochastic partial functional integro-differential equations driven by a fractional Brownian motion, J. Nonlinear Sci. Appl. 7 (2014), no. 6, 407–421. 10.22436/jnsa.007.06.04Search in Google Scholar

[4] T. Caraballo, M. A. Diop and A. A. Ndiaye, Existence results for time-dependent stochastic neutral functional integrodifferential equations driven by a fractional Brownian motion, J. Numer. Math. Stoch. 6 (2014), no. 1, 84–99. Search in Google Scholar

[5] T. Caraballo, M. J. Garrido-Atienza and T. Taniguchi, The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion, Nonlinear Anal. 74 (2011), no. 11, 3671–3684. 10.1016/j.na.2011.02.047Search in Google Scholar

[6] Y.-K. Chang and J. J. Nieto, Existence of solutions for impulsive neutral integro-differential inclusions with nonlocal initial conditions via fractional operators, Numer. Funct. Anal. Optim. 30 (2009), no. 3–4, 227–244. 10.1080/01630560902841146Search in Google Scholar

[7] M. Dieye, M. A. Diop and K. Ezzinbi, On exponential stability of mild solutions for some stochastics partial integrodifferential equations., Statist. Probab. Lett. 123 (2017), 61–76. 10.1016/j.spl.2016.10.031Search in Google Scholar

[8] M. A. Diop and T. Caraballo, Asymptotic stability of neutral stochastic functional integro-differential equations, Electron. Commun. Probab. 20 (2015), Paper No. 1. Search in Google Scholar

[9] M. A. Diop, T. Caraballo and A. A. Ndiaye, Exponential behavior of solutions to stochastic integrodifferential equations with distributed delays, Stoch. Anal. Appl. 33 (2015), no. 3, 399–412. 10.1080/07362994.2014.1000070Search in Google Scholar

[10] M. A. Diop, K. Ezzinbi and M. Lo, Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients, Int. J. Math. Math. Sci. 2012 (2012), Article ID 748590. Search in Google Scholar

[11] M. A. Diop, K. Ezzinbi and M. Lo, Mild solution of neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients, Afr. Mat. 24 (2013), no. 4, 671–682. 10.1007/s13370-012-0089-3Search in Google Scholar

[12] M. A. Diop, K. Ezzinbi and M. Lo, Asymptotic stability of impulsive stochastic partial integrodifferential equations with delays, Stochastics 86 (2014), no. 4, 696–706. 10.1080/17442508.2013.879143Search in Google Scholar

[13] M. A. Diop, K. Ezzinbi and M. Lo, Existence and exponential stability for some stochastic neutral partial functional integrodifferential equations, Random Oper. Stoch. Equ. 22 (2014), no. 2, 73–83. Search in Google Scholar

[14] K. Dzhaparidze and H. van Zanten, A series expansion of fractional Brownian motion, Probab. Theory Related Fields 130 (2004), no. 1, 39–55. Search in Google Scholar

[15] R. C. Grimmer, Resolvent operators for integral equations in a Banach space, Trans. Amer. Math. Soc. 273 (1982), no. 1, 333–349. 10.1090/S0002-9947-1982-0664046-4Search in Google Scholar

[16] I. Mendy, Parametric estimation for sub-fractional Ornstein–Uhlenbeck process, J. Statist. Plann. Inference 143 (2013), no. 4, 663–674. 10.1016/j.jspi.2012.10.013Search in Google Scholar

[17] D. Nualart, The Malliavin Calculus and Related Topics, 2nd ed., Probab. Appl. (N. Y.), Springer, Berlin, 2006. Search in Google Scholar

[18] J. Prüss, Evolutionary Integral Equations and Applications, Mod. Birkhäuser Class., Birkhäuser/Springer, Basel, 1993. Search in Google Scholar

[19] R. Ravi Kumar, Nonlocal Cauchy problem for analytic resolvent integrodifferential equations in Banach spaces, Appl. Math. Comput. 204 (2008), no. 1, 352–362. Search in Google Scholar

[20] C. Tudor, Some properties of the sub-fractional Brownian motion, Stochastics 79 (2007), no. 5, 431–448. 10.1080/17442500601100331Search in Google Scholar

[21] C. Tudor, Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion, J. Math. Anal. Appl. 375 (2011), no. 2, 667–676. 10.1016/j.jmaa.2010.10.002Search in Google Scholar

[22] J. Wu, Theory and Applications of Partial Functional-Differential Equations, Appl. Math. Sci. 119, Springer, New York, 1996. Search in Google Scholar

Received: 2018-03-19
Accepted: 2019-02-15
Published Online: 2019-05-10
Published in Print: 2019-06-01

© 2019 Walter de Gruyter GmbH, Berlin/Boston