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      KCI등재후보

      Existence and exponential stability of neutral stochastic partial integrodifferential equations driven by fractional Brownian motion with impulsive effects

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      https://www.riss.kr/link?id=A108072126

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      다국어 초록 (Multilingual Abstract)

      The purpose of this work is to study the existence and continuous dependence on neutral stochastic partial integrodifferential equations with impulsive effects, perturbed by a fractional Brownian motion with Hurst parameter \mathtt{H}\in (\frac{1}{2},...

      The purpose of this work is to study the existence and continuous dependence on neutral stochastic partial integrodifferential equations with impulsive effects, perturbed by a fractional Brownian motion with Hurst parameter \mathtt{H}\in (\frac{1}{2}, 1). We use the theory of resolvent operators developed in Grimmer [19] to show the existence of mild solutions. Further, we establish a new impulsive-integral inequality to prove the exponential stability of mild solutions in the mean square moment. Finally, an example is presented to illustrate our obtained results.

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      참고문헌 (Reference)

      1 A. Anguraj, "uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays" 67 : 1-13, 2009

      2 V. Laksmikantham, "Theory of Integro-Differential Equations" Gordon and Breach Publishers 1995

      3 T. Caraballo, "The exponential stability of neutral stochastic delay partial differential equations" 18 : 295-313, 2007

      4 A. N. Kolmogorov, "The Wiener spiral and some other interesting curves in Hilbert space" 26 : 115-118, 1940

      5 J. Cui, "Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps" 218 : 6776-6784, 2012

      6 B. Boufoussi, "Successive approximation of neutral functional stochastic differential equations with jumps" 80 : 324-332, 2010

      7 G. Da prato, "Stochastic Equations in Infinite Dimensions" Cambridge University Press 2014

      8 X. Mao, "Stochastic Differential Equations and Applications" Horwood Publishing 1997

      9 R. Grimmer, "Resolvent operators for integral equations in a Banach space" 273 : 333-349, 1982

      10 A. Anguraj, "On neutral impulsive stochastic differential equations with Poisson jumps" 2018 : 290-, 2018

      1 A. Anguraj, "uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays" 67 : 1-13, 2009

      2 V. Laksmikantham, "Theory of Integro-Differential Equations" Gordon and Breach Publishers 1995

      3 T. Caraballo, "The exponential stability of neutral stochastic delay partial differential equations" 18 : 295-313, 2007

      4 A. N. Kolmogorov, "The Wiener spiral and some other interesting curves in Hilbert space" 26 : 115-118, 1940

      5 J. Cui, "Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps" 218 : 6776-6784, 2012

      6 B. Boufoussi, "Successive approximation of neutral functional stochastic differential equations with jumps" 80 : 324-332, 2010

      7 G. Da prato, "Stochastic Equations in Infinite Dimensions" Cambridge University Press 2014

      8 X. Mao, "Stochastic Differential Equations and Applications" Horwood Publishing 1997

      9 R. Grimmer, "Resolvent operators for integral equations in a Banach space" 273 : 333-349, 1982

      10 A. Anguraj, "On neutral impulsive stochastic differential equations with Poisson jumps" 2018 : 290-, 2018

      11 A. Anguraj, "On existence results of non-linear stochastic partial integrodifferential equations" 117 : 417-427, 2017

      12 J. Liang, "Nonlocal problems for integrodifferential equations, Dynamics of Continuous" 15 : 815-824, 2008

      13 P. Guasoni, "No arbitrage under transaction costs, with fractional Brownian motion and beyond" 16 : 569-582, 2006

      14 M. A. Diop, "Neutral stochastic integrodifferential equations driven by a fractional Brownian motion with impulsive effects and time-varying delays" 13 : 2425-2442, 2016

      15 B. Boufoussi, "Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space" 82 : 1549-1558, 2012

      16 B. Boufoussi, "Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space" 82 : 1549-1558, 2012

      17 Y. Mishura, "Lecture Notes in Mathematics, Vol. 1929" Springer 2008

      18 A. Boudaoui, "Impulsive stochastic functional differential inclusions driven by a fractional Brownian motion with infinite delay" 39 : 1435-1451, 2016

      19 B. Boufoussi, "Functional differential equations driven by a fractional Brownian motion" 62 : 746-754, 2011

      20 B. B. Mandelbrot, "Fractional Brownian motions, fractional noise and applications" 10 : 422-437, 1968

      21 A. Anguraj, "Exponential stability of non-linear stochastic partial integrodifferential equations" 117 : 283-292, 2017

      22 H. Yang, "Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory" (2013) : 2013

      23 J. Cui, "Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps" 81 : 1970-1977, 2011

      24 M. A. Diop, "Existence and exponential stability for some stochastic neutral partial functional integrodifferential equations" 22 : 73-83, 2014

      25 M. A. Diop, "Asymptotic stability of impulsive stochastic partial integrodifferential equations with delays" 86 : 696-706, 2014

      26 P. Cheridito, "Arbitrage in fractional Brownian motion models" 7 : 533-553, 2003

      27 F. Comte, "Affine fractional stochastic volatility models" 8 : 337-378, 2012

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      학술지 이력

      학술지 이력
      연월일 이력구분 이력상세 등재구분
      2023 평가예정 계속평가 신청대상 (계속평가)
      2021-01-01 평가 등재후보학술지 선정 (신규평가) KCI등재후보
      2019-11-08 학회명변경 영문명 : The Korean Society For Computational & Applied Mathematics And Korean Sigcam -> Korean Society for Computational and Applied Mathematics
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