Controllability of stochastic impulsive neutral functional differential equations driven by fractional Brownian motion with infinite delay

TL;DR

This paper investigates the controllability of a class of stochastic impulsive neutral functional differential equations with infinite delay driven by fractional Brownian motion, employing stochastic analysis and fixed-point methods.

Contribution

It provides new controllability results for complex stochastic differential equations with infinite delay and impulsive effects driven by fractional Brownian motion.

Findings

Established controllability criteria for the equations

Demonstrated the effectiveness through an illustrative example

Extended existing theory to equations with infinite delay and impulsive effects

Abstract

In this paper we study the controllability results of impulsive neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are obtained using stochastic analysis and a fixed-point strategy. Finally, an illustrative example is provided to demonstrate the effectiveness of the theoretical result.