Controllability of Time-dependent Neutral Stochastic Functional Differential Equations Driven by a Fractional Brownian Motion

TL;DR

This paper investigates the controllability of non-autonomous neutral stochastic differential equations driven by fractional Brownian motion, providing conditions for controllability and illustrating with a practical example.

Contribution

It introduces new controllability criteria for time-dependent neutral stochastic equations driven by fractional Brownian motion using a fixed point approach.

Findings

Established sufficient controllability conditions.

Validated results with a practical example.

Extended controllability analysis to fractional Brownian motion context.

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.