TITLE:
Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm
AUTHORS:
Jingqi Han, Litan Yan
KEYWORDS:
Fractional Stochastic Neutral Functional Differential Equation, Fractional Brownian Motion, Fractional Calculus, Controllability
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.6 No.4,
April
27,
2018
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.