Long time behavior of fractional impulsive stochastic differential equations with infinite delay
This paper is first devoted to the local and global existence of mild solutions for a class of fractional impulsive stochastic differential equations with infinite delay driven by both K-valued Q-cylindrical Brownian motion and fractional Brownian motion with Hurst parameter H ∈ (1/2, 1). A general...
| Autores: | , |
|---|---|
| Formato: | artículo |
| Estado: | Versión enviada para evaluación y publicación |
| Fecha de publicación: | 2019 |
| País: | España |
| Recursos: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/88952 |
| Acesso em linha: | https://hdl.handle.net/11441/88952 https://doi.org/10.3934/dcdsb.2018272 |
| Access Level: | acceso abierto |
| Palavra-chave: | Impulsive differential equations Fractional derivative Fractional Brownian motion Infinite delay Exponential asymptotic behaviour |
| Resumo: | This paper is first devoted to the local and global existence of mild solutions for a class of fractional impulsive stochastic differential equations with infinite delay driven by both K-valued Q-cylindrical Brownian motion and fractional Brownian motion with Hurst parameter H ∈ (1/2, 1). A general framework which provides an effective way to prove the continuous dependence of mild solutions on initial value is established under some appropriate assumptions. Furthermore, it is also proved the exponential decay to zero of solutions to fractional stochastic impulsive differential equations with infinite delay. |
|---|