Artículo
Long time behavior of fractional impulsive stochastic differential equations with infinite delay
Autor/es | Xu, Jiaohui
Caraballo Garrido, Tomás |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2019-06 |
Fecha de depósito | 2019-09-05 |
Publicado en |
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Resumen | 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 ... 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 ∈ (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 infinite delay. |
Identificador del proyecto | MTM2015-63723-P
2010/FQM314 P12-FQM-1492 |
Cita | Xu, J. y Caraballo Garrido, T. (2019). Long time behavior of fractional impulsive stochastic differential equations with infinite delay. Discrete and Continuous Dynamical Systems - Series B, 24 (6), 2719-2743. |
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