Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion

Volume 11, Issue 6, pp 850--863 http://dx.doi.org/10.22436/jnsa.011.06.11

Publication Date: May 03, 2018 Submission Date: June 12, 2015 Revision Date: September 20, 2015 Accteptance Date: October 16, 2016

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Authors

El Hassan Lakhel - National School of Applied Sciences, Cadi Ayyad University, 46000 Safi, Morocco. Abdelmonaim Tlidi - National School of Applied Sciences, Cadi Ayyad University, 46000 Safi, Morocco.

Abstract

In this paper, we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert space. Sufficient conditions for controllability are obtained by employing a fixed point approach. A practical example is provided to illustrate the viability of the abstract result of this work.

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Keywords

• Controllability
• neutral stochastic functional differential equations
• evolution operator
• fractional Brownian motion

MSC

•  35R10
•  60H15
•  60G15
•  60J65

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