Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
- 10 Downloads
We are concerned with a class of neutral stochastic functional differential equations driven by fractional Brownian motion (fBm) in the Hilbert space. We obtain the global attracting sets of this kind of equations driven by fBm with Hurst parameter ћ ∈ (0, 1/2). Especially, some sufficient conditions which ensure the exponential decay in the p-th moment of the mild solution of the considered equations are obtained. In the end, one example is given to illustrate the feasibility and effectiveness of results obtained.
KeywordsGlobal attracting sets exponential p-th moment stability fractional Brownian motion (fBm)
Unable to display preview. Download preview PDF.
This work was supported in part by the National Natural Science Foundation of China (Grant No. 11571071) and the Natural Science Foundation of Hubei Province (No. 2016CFB479).
- 22.Pazy A. Semigroup of Linear Operators and Applications to Partial Differential Equations. New York: Spring-Verlag, 1992Google Scholar