Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space

Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space
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DOI:
10.1080/17442508.2019.1577430
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发表时间:
2019-02
期刊:
Stochastics
影响因子:
--
通讯作者:
Litan Yan;Xianye Yu
Litan Yan;Xianye Yu
中科院分区:
其他
文献类型:
--
作者:
Litan Yan;Xianye Yu

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ABSTRACT In this paper, we consider a class of stochastic delay equations in Hilbert spaces driven by fractional Brownian motion with Hurst parameter . We obtain a sufficient condition for controllability of the systems and prove that their mild solutions are exponentially stable in pth moment with by using adequately the characteristic of fractional Brownian motion and the fractional power of a linear operator A with . In particular, when the mild solutions are exponentially stable in mean square.