数学物理学报(英文版) ›› 2017, Vol. 37 ›› Issue (1): 108-118.doi: 10.1016/S0252-9602(16)30119-9

• 论文 • 上一篇    下一篇

CONTROLLABILITY OF NEUTRAL STOCHASTIC EVOLUTION EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

崔静1, 闫理坦2   

  1. 1. Department of Statistics, Anhui Normal University, Wuhu 241000, China;
    2. Department of Mathematics, Donghua University, Shanghai 201620, China
  • 收稿日期:2015-10-28 出版日期:2017-02-25 发布日期:2017-02-25
  • 通讯作者: Jing CUI,E-mail:jcui123@126.com E-mail:jcui123@126.com
  • 作者简介:Litan YAN,E-mail:litanyan@dhu.edu.cn
  • 基金资助:

    The first author was supported by NSFC (11271020, 11401010) and Natural Science Foundation of Anhui Province (1308085QA14), the second author was supported by NSFC (11571071) and Innovation Program of Shanghai Municipal Education Commission (12ZZ063).

CONTROLLABILITY OF NEUTRAL STOCHASTIC EVOLUTION EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

Jing CUI1, Litan YAN2   

  1. 1. Department of Statistics, Anhui Normal University, Wuhu 241000, China;
    2. Department of Mathematics, Donghua University, Shanghai 201620, China
  • Received:2015-10-28 Online:2017-02-25 Published:2017-02-25
  • Contact: Jing CUI,E-mail:jcui123@126.com E-mail:jcui123@126.com
  • About author:Litan YAN,E-mail:litanyan@dhu.edu.cn
  • Supported by:

    The first author was supported by NSFC (11271020, 11401010) and Natural Science Foundation of Anhui Province (1308085QA14), the second author was supported by NSFC (11571071) and Innovation Program of Shanghai Municipal Education Commission (12ZZ063).

摘要:

In this paper, we investigate the controllability for neutral stochastic evolution equations driven by fractional Brownian motion with Hurst parameter H∈((1)/(2), 1) in a Hilbert space. We employ the α-norm in order to reflect the relationship between H and the fractional power α. Sufficient conditions are established by using stochastic analysis theory and operator theory. An example is provided to illustrate the effectiveness of the proposed result.

关键词: stochastic evolution equations, fractional Brownian motion, controllability

Abstract:

In this paper, we investigate the controllability for neutral stochastic evolution equations driven by fractional Brownian motion with Hurst parameter H∈((1)/(2), 1) in a Hilbert space. We employ the α-norm in order to reflect the relationship between H and the fractional power α. Sufficient conditions are established by using stochastic analysis theory and operator theory. An example is provided to illustrate the effectiveness of the proposed result.

Key words: stochastic evolution equations, fractional Brownian motion, controllability