Moment stability via resolvent operators of fractional stochastic differential inclusions driven by fractional Brownian motion

P. Tamilalagan and P. Balasubramaniam

Applied Mathematics and Computation, 2017, vol. 305, issue C, 299-307

Abstract: In this manuscript, we consider a class of fractional stochastic differential inclusions driven by fractional Brownian motion in Hilbert space with Hurst parameter H^∈(12,1). Sufficient conditions for the existence and asymptotic stability of mild solutions are derived in mean square moment by employing fractional calculus, analytic resolvent operators and Bohnenblust–Karlin’s fixed point theorem. The effectiveness of the obtained theoretical results is illustrated by an example.

Keywords: Asymptotic stability; Fixed point theorem; Fractional Brownian motion; Fractional calculus; Stochastic differential inclusions (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:305:y:2017:i:c:p:299-307

DOI: 10.1016/j.amc.2017.02.013

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