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
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© 2019 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Existence theory of fractional coupled differential equations via Ψ-Hilfer fractional derivative
- Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays
- Existence results for systems of coupled impulsive neutral functional differential equations driven by a fractional Brownian motion and a Wiener process
- On the scale mixtures of multivariate skew slash distributions
- Random Schrödinger operators with a background potential
- RAP-method (random perturbation method) for finding 𝑆-minimax control vectors and parameter estimates for some linear systems with random coefficients
Articles in the same Issue
- Frontmatter
- Existence theory of fractional coupled differential equations via Ψ-Hilfer fractional derivative
- Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays
- Existence results for systems of coupled impulsive neutral functional differential equations driven by a fractional Brownian motion and a Wiener process
- On the scale mixtures of multivariate skew slash distributions
- Random Schrödinger operators with a background potential
- RAP-method (random perturbation method) for finding 𝑆-minimax control vectors and parameter estimates for some linear systems with random coefficients