Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm
Abstract In this paper, we are concerned with a class of second-order neutral stochastic functional differential equations driven by a fractional Brownian motion with Hurst parameter 1 / 2 < ħ < 1 $1/2<\hbar <1$ on the Hilbert space. By combining some stochastic analysis theory and new i...
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doaj-c2d4cb33ef394f78ae1b4832c4d233b82020-11-25T00:46:08ZengSpringerOpenAdvances in Difference Equations1687-18472017-05-012017111610.1186/s13662-017-1186-2Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBmLiping Xu0Zhi Li1Jiaowan Luo2School of Mathematics and Information Sciences, Guangzhou UniversitySchool of Information and Mathematics, Yangtze UniversitySchool of Mathematics and Information Sciences, Guangzhou UniversityAbstract In this paper, we are concerned with a class of second-order neutral stochastic functional differential equations driven by a fractional Brownian motion with Hurst parameter 1 / 2 < ħ < 1 $1/2<\hbar <1$ on the Hilbert space. By combining some stochastic analysis theory and new integral inequality techniques, we identify the global attracting sets of the equations under investigation. Some sufficient conditions ensuring the exponential decay of mild solutions in the pth moment to the stochastic systems are obtained. Last, an example is presented to illustrate our theory in the work.http://link.springer.com/article/10.1186/s13662-017-1186-2global attracting setexponential decay in the pth momentsecond-order SDEsfractional Brownian motion |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Liping Xu Zhi Li Jiaowan Luo |
spellingShingle |
Liping Xu Zhi Li Jiaowan Luo Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm Advances in Difference Equations global attracting set exponential decay in the pth moment second-order SDEs fractional Brownian motion |
author_facet |
Liping Xu Zhi Li Jiaowan Luo |
author_sort |
Liping Xu |
title |
Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm |
title_short |
Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm |
title_full |
Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm |
title_fullStr |
Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm |
title_full_unstemmed |
Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm |
title_sort |
global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fbm |
publisher |
SpringerOpen |
series |
Advances in Difference Equations |
issn |
1687-1847 |
publishDate |
2017-05-01 |
description |
Abstract In this paper, we are concerned with a class of second-order neutral stochastic functional differential equations driven by a fractional Brownian motion with Hurst parameter 1 / 2 < ħ < 1 $1/2<\hbar <1$ on the Hilbert space. By combining some stochastic analysis theory and new integral inequality techniques, we identify the global attracting sets of the equations under investigation. Some sufficient conditions ensuring the exponential decay of mild solutions in the pth moment to the stochastic systems are obtained. Last, an example is presented to illustrate our theory in the work. |
topic |
global attracting set exponential decay in the pth moment second-order SDEs fractional Brownian motion |
url |
http://link.springer.com/article/10.1186/s13662-017-1186-2 |
work_keys_str_mv |
AT lipingxu globalattractingsetandexponentialdecayofsecondorderneutralstochasticfunctionaldifferentialequationsdrivenbyfbm AT zhili globalattractingsetandexponentialdecayofsecondorderneutralstochasticfunctionaldifferentialequationsdrivenbyfbm AT jiaowanluo globalattractingsetandexponentialdecayofsecondorderneutralstochasticfunctionaldifferentialequationsdrivenbyfbm |
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1725266745540739072 |