Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion

Abstract In this paper, we study the exponential stability in the pth moment of mild solutions to neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion: d[x(t)+g(t,xt)]=[Ax(t)+f(t,xt)]dt+h(t,xt)dW(t)+σ(t)dBH(t), $$ d \bigl[x(t)+g(t,x_{t...

Full description

Bibliographic Details
Main Authors: Xinwen Zhang, Dehao Ruan
Format: Article
Language:English
Published: SpringerOpen 2018-08-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-018-1793-9