Neutral Fractional Stochastic Differential Equations Driven by Rosenblatt Process

被引:0
|
作者
Xu Liping [1 ]
Li Zhi [1 ]
机构
[1] Yangtze Univ, Sch Informat & Math, Jingzhou 434023, Peoples R China
来源
JOURNAL OF PARTIAL DIFFERENTIAL EQUATIONS | 2018年 / 31卷 / 02期
关键词
Fractional neutral SDEs; Rosenblatt process; existence and uniqueness;
D O I
10.4208/jpde.v31.n2.3
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we are concerned with a class of neutral fractional stochastic partial differential equations driven by a Rosenblatt process. By the stochastic analysis technique, the properties of operator semigroup and combining the Banach fixed-point theorem, we prove the existence and uniqueness of the mild solutions to this kind of equations driven by Rosenblatt process. In the end, an example is given to demonstrate the theory of our work.
引用
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页码:159 / 176
页数:18
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