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TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE

Cilt: 1 Sayı: 2 31 Temmuz 2018
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TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE

Öz

In this paper, we investigate a class of time-dependent neutral stochastic functional dierential equations with nite delay driven by Rosenblatt process in a real separable Hilbert space. We prove the existence of unique mild solution by the well-known Banach xed point principle. At the end we provide a practical example in order to illustrate the viability of our result.

Anahtar Kelimeler

Kaynakça

  1. P. Acquistapace and B. Terreni., A unified approach to abstract linear parabolic equations, Tend. Sem. Mat. Univ. Padova, Vol. 78, pp. 47-107 (1987).
  2. D. Aoued and S. Baghli, Mild solutions for Perturbed evolution equations with infinite state-dependent delay, Electronic Journal of Qualitative Theory of Differential Equations, Vol. 59, pp. 1-24 (2013).
  3. B. Boufoussi, S. Hajji and E. Lakhel, Functional differential equations in Hilbert spaces driven by a fractional Brownian motion, Afrika Matematika, Vol. 23, N. 2, pp. 173-194 (2011).
  4. T. Caraballo, M.J. Garrido-Atienza and T. Taniguchi, The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion, Nonlinear Analysis, Vol. 74, pp. 3671-3684 (2011).
  5. G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimension, Cambridge University Press, Cambridge, (1992).
  6. S. Hajji and E. Lakhel, Existence and uniqueness of mild solutions to neutral SFDEs driven by a fractional Brownian motion with non-Lipschitz coecients, Journal of Numerical Mathematics and Stochastics, Vol. 7, N. 1, pp. 14-29 (2015).
  7. Lakhel, E. Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps, Random Oper. Stoch. Equ., Vol. 24, N. 2, pp. 113-127 (2016).
  8. N. N. Leonenko and V.V. Ahn., Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence, J. Appl. Math. Stoch. Anal., Vol. 14, pp. 27-46 (2001).

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

El Hassan Lakhel Bu kişi benim
Morocco

Yayımlanma Tarihi

31 Temmuz 2018

Gönderilme Tarihi

15 Mayıs 2018

Kabul Tarihi

5 Ağustos 2018

Yayımlandığı Sayı

Yıl 2018 Cilt: 1 Sayı: 2

Kaynak Göster

APA
Lakhel, E. H., & Tlidi, A. (2018). TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE. Journal of Universal Mathematics, 1(2), 88-103. https://izlik.org/JA56CC74FW
AMA
1.Lakhel EH, Tlidi A. TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE. JUM. 2018;1(2):88-103. https://izlik.org/JA56CC74FW
Chicago
Lakhel, El Hassan, ve Abdelmonaim Tlidi. 2018. “TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE”. Journal of Universal Mathematics 1 (2): 88-103. https://izlik.org/JA56CC74FW.
EndNote
Lakhel EH, Tlidi A (01 Temmuz 2018) TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE. Journal of Universal Mathematics 1 2 88–103.
IEEE
[1]E. H. Lakhel ve A. Tlidi, “TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE”, JUM, c. 1, sy 2, ss. 88–103, Tem. 2018, [çevrimiçi]. Erişim adresi: https://izlik.org/JA56CC74FW
ISNAD
Lakhel, El Hassan - Tlidi, Abdelmonaim. “TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE”. Journal of Universal Mathematics 1/2 (01 Temmuz 2018): 88-103. https://izlik.org/JA56CC74FW.
JAMA
1.Lakhel EH, Tlidi A. TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE. JUM. 2018;1:88–103.
MLA
Lakhel, El Hassan, ve Abdelmonaim Tlidi. “TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE”. Journal of Universal Mathematics, c. 1, sy 2, Temmuz 2018, ss. 88-103, https://izlik.org/JA56CC74FW.
Vancouver
1.El Hassan Lakhel, Abdelmonaim Tlidi. TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE. JUM [Internet]. 01 Temmuz 2018;1(2):88-103. Erişim adresi: https://izlik.org/JA56CC74FW