Stochastic delay evolution equations driven by sub-fractional Brownian motion

被引：4
作者：
Li, Zhi [1 ]
Zhou, Guoli [2 ]
Luo, Jiaowan [3 ]
机构：
[1] Yangtze Univ, Sch Informat & Math, Jinzhou 434023, Peoples R China
[2] Chongqing Univ, Sch Math & Stat, Chongqing 400044, Peoples R China
[3] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China
来源：
ADVANCES IN DIFFERENCE EQUATIONS | 2015年
关键词：
existence and uniqueness; stochastic delay evolution equations; sub-fractional Brownian motion; exponential decay in mean square; INTEGRATION; RESPECT; SYSTEMS; TIME;
D O I：
10.1186/s13662-015-0366-1
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we investigate the existence, uniqueness and exponential asymptotic behavior of mild solutions to stochastic delay evolution equations perturbed by a sub-fractional Brownian motion S-Q(H) (t): dX(t) = (AX(t) + f (t, X-t)) dt + g(t) dS(Q)(H) (t) with index H is an element of (1/ 2, 1).
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页数：17
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