Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm

• 作者: Jingqi Han Litan Yan
• 来源期刊: 应用数学与应用物理(英文)
• 学科: 数学
• 关键词: FRACTIONAL STOCHASTIC NEUTRAL Functional Differential Equation FRACTIONAL BROWNIAN Motion FRACTIONAL CALCULUS CONTROLLABILITY
• 年，卷（期）: 2018,（4）
• 页码范围: 910-924
• 页数: 15页
• 分类号: O1

摘要

In this paper, we consider a class of Sobolev-type fractional neutral stochastic differential equations driven by fractional Brownian motion with infinite delay in a Hilbert space. When α>1-H, by the technique of Sadovskii’s fixed point theorem, stochastic calculus and the methods adopted directly from deterministic control problems, we study the approximate controllability of the stochastic system.