On a nonlinear neutral stochastic functional integro-differential equation driven by fractional Brownian motion
Probability
2018-09-11 v1
Abstract
In this paper, we study the existence and uniqueness of mild solution for a stochastic neutral partial functional integro-differential equation with delay in a Hilbert space driven by a fractional Brownian motion and with non-deterministic diffusion coefficient. We suppose that the linear part has a resolvent operator. We also establish a sufficient condition for the existence of the density of a function of the solution. An example is provided to illustrate the results of this work
Keywords
Cite
@article{arxiv.1809.02784,
title = {On a nonlinear neutral stochastic functional integro-differential equation driven by fractional Brownian motion},
author = {B. Boufoussi and S. Hajji and S. Mouchtabih},
journal= {arXiv preprint arXiv:1809.02784},
year = {2018}
}