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Exponential stability of fractional stochastic differential equations with distributed delay
Tan Li * #
School of Mathematics and Statistics, Central South University, 410082
*Correspondence author
#Submitted by
Subject:
Funding: SRFDP(No.No. 20130162120035)
Opened online:21 October 2014
Accepted by: none
Citation: Tan Li.Exponential stability of fractional stochastic differential equations with distributed delay[OL]. [21 October 2014] http://en.paper.edu.cn/en_releasepaper/content/4613659
 
 
Equations driven by fractional Brownian motion are attracting more and more attention. This paper considers fractional stochastic differential equations with distributed delay. With the variation-of-constants formula, explicit expression and asymptotic behavior of the solution are provided, sufficient conditions are derived to guarantee the p-th moment exponential stability and almost surely exponential stability.
Keywords:fractional Brownian motion; variation-of-constants formula; exponential stability; distributed delay
 
 
 

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