Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm - Journal of Applied Mathematics and Physics

JAMP > Vol.6 No.4, April 2018

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

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DOI: 10.4236/jamp.2018.64078 745 Downloads 1,666 Views

Author(s)

Jingqi Han¹, Litan Yan^1,2

Affiliation(s)

¹College of Information Science and Technology, Donghua University, Shanghai, China.
²Department of Mathematics, Donghua University, Shanghai, China.

ABSTRACT

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.

KEYWORDS

Fractional Stochastic Neutral Functional Differential Equation, Fractional Brownian Motion, Fractional Calculus, Controllability

Share and Cite:

Han, J. and Yan, L. (2018) Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm. Journal of Applied Mathematics and Physics, 6, 910-924. doi: 10.4236/jamp.2018.64078.

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