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