Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

被引：191

作者：

Boufoussi, Brahim ^{[1
]}

Hajji, Salah ^{[1
]}

机构：

[1] Cadi Ayyad Univ, Dept Math, Fac Sci Semlalia, Marrakech 2390, Morocco

来源：

STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 08期

关键词：

Mild solution; Semigroup of bounded linear operator; Fractional powers of closed operators; Fractional Brownian motion; Wiener integral; EVOLUTION-EQUATIONS; EXISTENCE; BEHAVIOR;

D O I：

10.1016/j.spl.2012.04.013

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this note we prove an existence and uniqueness result of mild solutions for a neutral stochastic differential equation with finite delay, driven by a fractional Brownian motion in a Hilbert space and we establish some conditions ensuring the exponential decay to zero in mean square for the mild solution. (c) 2012 Elsevier B.V. All rights reserved.

引用

页码：1549 / 1558

页数：10

共 18 条

[1]

[Anonymous], APPL MATH SCI

[2] Functional differential equations driven by a fractional Brownian motion [J].