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

被引：4

作者：

Liu, Weiguo ^{[1
]}

Luo, Jiaowan ^{[1
]}

机构：

[1] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China

来源：

PUBLICATIONES MATHEMATICAE-DEBRECEN | 2015年 / 87卷 / 1-2期

关键词：

Brownian motion; fractional Brownian motion; neutral stochastic differential equation; stability; EVOLUTION-EQUATIONS; EXPONENTIAL STABILITY; FIXED-POINTS; CONVERGENCE; EXISTENCE; DELAYS; JUMPS;

D O I：

10.5486/PMD.2015.7227

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A class of mixed neutral stochastic differential equations involving Brownian motion and fractional Brownian motion is considered. The existence, uniqueness and exponential stability for the solutions of these equations are discussed by means of semigroup of operator and the fixed point principle under some suitable assumptions. Our results extend and improve those of [2] and [11].

引用

页码：235 / 253

页数：19

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