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

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摘要

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.

论文关键词:Asymptotic stability,Fixed point theorem,Fractional Brownian motion,Fractional calculus,Stochastic differential inclusions

论文评审过程:Received 7 September 2016, Revised 29 January 2017, Accepted 7 February 2017, Available online 24 February 2017, Version of Record 24 February 2017.

论文官网地址:https://doi.org/10.1016/j.amc.2017.02.013