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Frontiers of Mathematics in China

, Volume 13, Issue 6, pp 1469–1487 | Cite as

Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2

  • Liping XuEmail author
  • Jiaowan Luo
Research Article
  • 11 Downloads

Abstract

We are concerned with a class of neutral stochastic functional differential equations driven by fractional Brownian motion (fBm) in the Hilbert space. We obtain the global attracting sets of this kind of equations driven by fBm with Hurst parameter ћ ∈ (0, 1/2). Especially, some sufficient conditions which ensure the exponential decay in the p-th moment of the mild solution of the considered equations are obtained. In the end, one example is given to illustrate the feasibility and effectiveness of results obtained.

Keywords

Global attracting sets exponential p-th moment stability fractional Brownian motion (fBm) 

MSC

60H15 

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Notes

Acknowledgements

This work was supported in part by the National Natural Science Foundation of China (Grant No. 11571071) and the Natural Science Foundation of Hubei Province (No. 2016CFB479).

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Copyright information

© Higher Education Press and Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.School of Information and MathematicsYangtze UniversityJingzhouChina
  2. 2.School of Mathematics and Information SciencesGuangzhou UniversityGuangzhouChina

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