Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

被引：37

作者：

Caraballo, Tomas ^{[1
]}

Diop, Mamadou Abdoul ^{[2
]}

机构：

[1] Univ Seville, Dpto Ecuac Diferenciales & Anal Numer, E-41080 Seville, Spain

[2] Univ Gaston Berger St Louis, Dept Math, UFR SAT, St Louis 234, Senegal

来源：

FRONTIERS OF MATHEMATICS IN CHINA | 2013年 / 8卷 / 04期

关键词：

Resolvent operator; C-0-semigroup; Wiener process; mild solution; fractional Brownian motion; SUCCESSIVE-APPROXIMATIONS; EVOLUTION-EQUATIONS;

D O I：

10.1007/s11464-013-0300-3

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper deals with the existence and uniqueness of mild solutions to neutral stochastic delay functional integro-differential equations perturbed by a fractional Brownian motion B (H) , with Hurst parameter H a (1/2, 1). We use the theory of resolvent operators developed by R. Grimmer to show the existence of mild solutions. An example is provided to illustrate the results of this work.

引用

页码：745 / 760

页数：16

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