Existence of Mild Solutions to Stochastic Neutral Partial Functional Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients
Abstract views: 22 / PDF downloads: 19
Keywords:
Neutral functional partial differential equation, mild solution, Wiener integral, fractional Brownian motionAbstract
This paper presents the results on existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations driven by fractional Brownian motion. Under a non-lipschitz condition being considered as a generalized case of Lipschitz condition with Hurst parameter $\frac{1}{2}\le \mathrm{H}\le 1$. More over some known results are generalized and improved.
Downloads
Published
How to Cite
Issue
Section
License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.