LONG TIME BEHAVIOR OF FRACTIONAL IMPULSIVE STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

被引：20

作者：

Xu, Jiaohui ^{[1
]}

Caraballo, Tomas ^{[2
]}

机构：

[1] Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Shaanxi, Peoples R China

[2] Univ Seville, Dept Ecuac Diferenciales & Anal Numer, C Tarfia S-N, E-41012 Seville, Spain

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2019年 / 24卷 / 06期

关键词：

Impulsive differential equations; fractional derivative; fractional Brownian motion; infinite delay; exponential asymptotic behaviour; INTEGRODIFFERENTIAL EQUATIONS; EVOLUTION-EQUATIONS; EXISTENCE; ATTRACTORS; STABILITY; SYSTEMS; DRIVEN;

D O I：

10.3934/dcdsb.2018272

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is first devoted to the local and global existence of mild solutions for a class of fractional impulsive stochastic differential equations with infinite delay driven by both K-valued Q-cylindrical Brownian motion and fractional Brownian motion with Hurst parameter H is an element of (1/2, 1). A general framework which provides an effective way to prove the continuous dependence of mild solutions on initial value is established under some appropriate assumptions. Furthermore, it is also proved the exponential decay to zero of solutions to fractional stochastic impulsive differential equations with in finite delay.

引用

页码：2719 / 2743

页数：25

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