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Existence and exponential stability for neutral stochastic integrodifferential equations with impulses driven by a fractional Brownian motion
- Source :
- Communications in Nonlinear Science and Numerical Simulation. 32:145-157
- Publication Year :
- 2016
- Publisher :
- Elsevier BV, 2016.
-
Abstract
- In this paper, we establish the results on existence and uniqueness of mild solution of impulsive neutral stochastic integrodifferential equations driven by a fractional Brownian motion. Further, by using an impulsive integral inequality, some novel sufficient conditions are derived to ensure the exponential stability of mild solution in the mean square moment. The results are obtained by utilizing the fractional power of operators and the semigroup theory. Finally, an example is presented to demonstrate the effectiveness of the proposed result.
- Subjects :
- Numerical Analysis
Geometric Brownian motion
Fractional Brownian motion
Semigroup
Applied Mathematics
010102 general mathematics
Mathematical analysis
01 natural sciences
Fractional power
Moment (mathematics)
010104 statistics & probability
Stochastic differential equation
Exponential stability
Modeling and Simulation
Uniqueness
0101 mathematics
Mathematics
Subjects
Details
- ISSN :
- 10075704
- Volume :
- 32
- Database :
- OpenAIRE
- Journal :
- Communications in Nonlinear Science and Numerical Simulation
- Accession number :
- edsair.doi...........4af229173818847c244b6601e5a8cdb3
- Full Text :
- https://doi.org/10.1016/j.cnsns.2015.08.014