Ravikumar, Kasinathan and Ramkumar, Kasinathan (2020) EXISTENCE, GLOBAL ATTRACTING SETS AND EXPONENTIAL DECAY OF SOLUTION TO STOCHASTIC FUNCTIONAL INTEGRO-DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS. Electronic Journal of Mathematical Analysis and Applications, 8 (2). pp. 38-59. ISSN 2090-729X

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Abstract

In this paper, we investigate a class of neutral stochastic functional integro-differential equations driven by Rosenblatt process in a Hilbert
space. First, the existence and uniqueness of mild solution of an stochastic
system driven by Rosenblatt process is established by combining some stochastic analysis techniques, resolvent operator theory, and stochastic integral
inequalities. Further, the exponential decay in the p-th moment of the mild
solution of the considered equations is investigated and the global attracting
sets are identified. Finally, to illustrate our theoretical results an example is
given.

Item Type: Article
Uncontrolled Keywords: Neutral stochastic functional equations; global attracting sets; exponential decay in p-th moment; Rosenblatt process.
Depositing User: Mr Team Mosys
Date Deposited: 17 Nov 2022 07:01
Last Modified: 17 Nov 2022 07:01
URI: http://ir.psgcas.ac.in/id/eprint/1640

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