Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process

Zhi LI, Litan YAN, Xianghui ZHOU

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PDF(206 KB)
Front. Math. China ›› 2018, Vol. 13 ›› Issue (1) : 87-105. DOI: 10.1007/s11464-017-0672-x
RESEARCH ARTICLE
RESEARCH ARTICLE

Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process

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Abstract

We are concerned with a class of neutral stochastic partial differential equations driven by Rosenblatt process in a Hilbert space. By combining some stochastic analysis techniques, tools from semigroup theory, and stochastic integral inequalities, we identify the global attracting sets of this kind of equations. Especially, some sufficient conditions ensuring the exponent p-stability of mild solutions to the stochastic systems under investigation are obtained. Last, an example is given to illustrate the theory in the work.

Keywords

Global attracting sets / exponential p-th moment stability / Rosenblatt process

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Zhi LI, Litan YAN, Xianghui ZHOU. Global attracting sets and stability of neutral stochastic functional differential equations driven by Rosenblatt process. Front. Math. China, 2018, 13(1): 87‒105 https://doi.org/10.1007/s11464-017-0672-x

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