Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2 |
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Authors: | Liping Xu Jiaowan Luo |
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Institution: | 1.School of Information and Mathematics,Yangtze University,Jingzhou,China;2.School of Mathematics and Information Sciences,Guangzhou University,Guangzhou,China |
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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 ? ∈ (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. |
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