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- Title
Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process.
- Authors
Peng, Yarong; Xu, Liping; Li, Zhi
- Abstract
In this paper, we have studied stochastic differential equations with unbounded delay in fractional power spaces perturbed by fractional Ornstein–Uhlenbeck process Y H , ξ (t) with H ∈ (1 2 , 1) . Subsequently, the existence and uniqueness of mild solution of the considered equation have been proved with fixed-point theorem. Finally, we obtain the global attracting set of the considered equations by some stochastic analysis and inequality technique.
- Subjects
STOCHASTIC differential equations; ORNSTEIN-Uhlenbeck process; DELAY differential equations; FRACTIONAL powers; STOCHASTIC analysis
- Publication
Random Operators & Stochastic Equations, 2024, Vol 32, Issue 2, p143
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/rose-2024-2004