Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space

被引：45

作者：

Shen, Guangjun ^{[1
]}

Ren, Yong ^{[1
]}

机构：

[1] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2015年 / 44卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Stochastic partial differential equation; Rosenblatt process; Fixed point theorem; Mild solution; FRACTIONAL BROWNIAN-MOTION; EVOLUTION-EQUATIONS; WIENER INTEGRALS; CONVERGENCE; EXISTENCE; STABILITY;

D O I：

10.1016/j.jkss.2014.06.002

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 paper, we prove an existence and uniqueness result of the mild solution for a neutral stochastic partial differential equations with finite delay driven by Rosenblatt process in a real separable Hilbert space. An example is provided to illustrate the effectiveness of the proposed result. (C) 2014 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

引用

页码：123 / 133

页数：11

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