CONTROLLABILITY OF NEUTRAL STOCHASTIC EVOLUTION EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

doi:10.1016/S0252-9602(16)30119-9

Abstract

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

Jing CUI, Litan YAN. CONTROLLABILITY OF NEUTRAL STOCHASTIC EVOLUTION EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION[J].Acta mathematica scientia,Series B, 2017, 37(1): 108-118.

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