Time-dependent Neutral stochastic functional differential equation driven by a fractional Brownian motion in a Hilbert space
Probability
2016-10-31 v1
Abstract
In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild solution by means of the Banach fixed point principle. A practical example is provided to illustrate the viability of the abstract result of this work.
Keywords
Cite
@article{arxiv.1401.2555,
title = {Time-dependent Neutral stochastic functional differential equation driven by a fractional Brownian motion in a Hilbert space},
author = {B. Boufoussi and S. Hajji and E. Lakhel},
journal= {arXiv preprint arXiv:1401.2555},
year = {2016}
}
Comments
20 pages. arXiv admin note: text overlap with arXiv:1312.6681