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Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process.

Authors :
Peng, Yarong
Xu, Liping
Li, Zhi
Source :
Random Operators & Stochastic Equations; Jun2024, Vol. 32 Issue 2, p143-158, 16p
Publication Year :
2024

Abstract

In this paper, we have studied stochastic differential equations with unbounded delay in fractional power spaces perturbed by fractional Ornstein–Uhlenbeck process Y H , ξ ⁢ (t) with H ∈ (1 2 , 1) . Subsequently, the existence and uniqueness of mild solution of the considered equation have been proved with fixed-point theorem. Finally, we obtain the global attracting set of the considered equations by some stochastic analysis and inequality technique. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09266364
Volume :
32
Issue :
2
Database :
Complementary Index
Journal :
Random Operators & Stochastic Equations
Publication Type :
Academic Journal
Accession number :
177519659
Full Text :
https://doi.org/10.1515/rose-2024-2004