Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process. Issue 2 (3rd March 2020)

• Record Type: Journal Article
• Authors: Dhanalakshmi, K.; Balasubramaniam, P.
• Is Part Of: Stochastic analysis and applications. Volume 38:Issue 2(2020)
• Page Start: 352
• Page End: 372
• Publication Date: 2020-03-03
• Subjects: Fractional calculus -- Mild solution -- Second order stochastic differential system -- Exponential stability -- Rosenblatt process -- Poisson jumps; 26A33 -- 34A08 -- 45M10 -- 34A12 -- 35J05 -- 60H20; Stochastic analysis -- Periodicals; 519.2205
• DOI: 10.1080/07362994.2019.1695630
• Languages: English
• ISSNs: 0736-2994

Abstract

Abstract: In this manuscript, we establish the stability results of higher-order fractional neutral stochastic differential system (FNSDs) with infinite delay driven by Poisson jumps and Rosenblatt process via the Nussbaum fixed point theorem. The results are obtained by a new integral inequality. The validation of the efficiency of the proposed method is done through a numerical example.