Asymptotic behavior of neutral stochastic
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Date
2014-12
Journal Title
Journal ISSN
Volume Title
Publisher
Research Gate
Abstract
This paper deals with the existence, uniqueness and asymptotic behavior of mild solutions to neutral stochastic delay functional integro-differential equations perturbed by a fractional Brownian motion BH, with Hurst parameter H ∈ (12, 1). The main tools for the existence of solution is a fixed point theorem and the theory of resolvent operators developed in Grimmer [R. Grimmer, Trans. Amer. Math. Soc., 273 (1982), 333–349.], while a Gronwall-type lemma plays the key role for the asymptotic behavior. An example is provided to illustrate the results of this work. (c) 2014 All rights reserved.
Description
Keywords
Resolvent operators, C0-semigroup, Wiener process, Mild solutions, Fractional Brownian motion, Exponential decay of solutions
Citation
T. Caraballo, M. A. Diop, A. A. Ndiaye, J. Nonlinear Sci. Appl. 7 (2014), 407–421. DOI: 10.22436/jnsa.007.06.04