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Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays

  • El Hassan Lakhel EMAIL logo and Abdelmonaim Tlidi
Published/Copyright: October 17, 2019

Abstract

Hermite processes are self-similar processes with stationary increments; the Hermite process of order 1 is fractional Brownian motion (fBm) and the Hermite process of order 2 is the Rosenblatt process. In this paper we consider a class of impulsive neutral stochastic functional differential equations with variable delays driven by Rosenblatt process with index H(12,1), which is a special case of a self-similar process with long-range dependence. More precisely, we prove an existence and uniqueness result, and we establish some conditions, ensuring the exponential decay to zero in mean square for the mild solution by means of the Banach fixed point theory. Finally, an illustrative example is given to demonstrate the effectiveness of the obtained result.

MSC 2010: 60G18; 60G22; 60H20

Communicated by Vyacheslav L. Girko


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Received: 2018-04-06
Accepted: 2019-07-03
Published Online: 2019-10-17
Published in Print: 2019-12-01

© 2019 Walter de Gruyter GmbH, Berlin/Boston

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