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 JAMP  Vol.6 No.4 , April 2018
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
Abstract: In this paper, we consider a class of Sobolev-type fractional neutral stochastic differential equations driven by fractional Brownian motion with infinite delay in a Hilbert space. When α>1-H, by the technique of Sadovskii’s fixed point theorem, stochastic calculus and the methods adopted directly from deterministic control problems, we study the approximate controllability of the stochastic system.
Cite this paper: Han, J. and Yan, L. (2018) Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm. Journal of Applied Mathematics and Physics, 6, 910-924. doi: 10.4236/jamp.2018.64078.
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