文章基本信息

标题：Exponential stability of fractional stochastic differential equations with distributed delay
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作者：Li Tan
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2014
卷号：2014
期号：1
页码：321
DOI：10.1186/1687-1847-2014-321
语种：English
出版社：Hindawi Publishing Corporation
摘要：Equations driven by fractional Brownian motion are attracting more and more attention. This paper considers fractional stochastic differential equations with distributed delay. With the variation-of-constants formula, an explicit expression and asymptotic behavior of the solution are provided, sufficient conditions are derived to guarantee the p th moment exponential stability and almost surely exponential stability. MSC:39B82, 60H05.
关键词：fractional Brownian motion ; variation-of-constants formula ; exponential stability ; distributed delay