文章基本信息

标题：Stochastic delay evolution equations driven by sub-fractional Brownian motion
本地全文：下载
作者：Zhi Li ; Guoli Zhou ; Jiaowan Luo 等
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2015
卷号：2015
期号：1
页码：48
DOI：10.1186/s13662-015-0366-1
语种：English
出版社：Hindawi Publishing Corporation
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 ) $S^{H}_{Q}(t)$ : d X ( t ) = ( A X ( t ) + f ( t , X t ) ) d t + g ( t ) d S Q H ( t ) $dX(t)=(AX(t)+f(t,X_{t}))\, dt+g(t)\, dS^{H}_{Q}(t)$ with index H ∈ ( 1 / 2 , 1 ) $H\in(1/2,1)$ .
关键词：existence and uniqueness ; stochastic delay evolution equations ; sub-fractional Brownian motion ; exponential decay in mean square