Acta mathematica scientia, Series B >
CONTROLLABILITY OF NEUTRAL STOCHASTIC EVOLUTION EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION
Received date: 2015-10-28
Online published: 2017-02-25
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).
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.
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 . DOI: 10.1016/S0252-9602(16)30119-9
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