scholarly journals Approximate controllability of impulsive neutral stochastic differentialequations with fractional Brownian motion in a Hilbert space

2014 ◽  
Vol 2014 (1) ◽  
Author(s):  
Hamdy M Ahmed
Keyword(s):  
Hilbert Space ◽  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Approximate Controllability

Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
A. Bakka ◽  
S. Hajji ◽  
D. Kiouach
Keyword(s):  
Hilbert Space ◽  
Fixed Point ◽  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Sufficient Conditions ◽  
Integrodifferential Equations ◽  
Hurst Parameter ◽  
Fixed Point Principle ◽  
Stochastic Functional

Abstract By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets of neutral stochastic functional integrodifferential equations with finite delay driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} in a Hilbert space.

Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion

2015 ◽  
Vol 105 ◽  
pp. 91-102 ◽  
Author(s):  
Tyrone E. Duncan ◽  
B. Maslowski ◽  
B. Pasik-Duncan
Keyword(s):  
Hilbert Space ◽  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Stochastic Equations ◽  
Ergodic Control
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