NEUTRAL STOCHASTIC PARTIAL FUNCTIONAL INTEGRO-DIFFERENTIAL EQUATIONS DRIVEN BY G-BROWNIAN MOTION

被引:0
作者
Wang, Bingjun [1 ,2 ]
Gao, Hongjun [3 ]
机构
[1] Nanjing Normal Univ, Nanjing 210046, Jiangsu, Peoples R China
[2] Jinling Inst Technol, Coll Sci, Nanjing 211169, Jiangsu, Peoples R China
[3] Nanjing Normal Univ, Sch Math Sci, Inst Stochast & Data Anal, Nanjing 210046, Jiangsu, Peoples R China
关键词
Neutral equation; G-Brownian motion; mild solution; stability; CALCULUS;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we define the Hilbert-valued stochastic calculus with respect to G-Brownian motion in G-framework. On that basis, we prove the existence and uniqueness of mild solution for a class of neutral stochastic partial functional integro-differential equations driven by G-Brownian motion with non-Lipschitz coefficients. Our results are established by means of the Picard approximation. Moreover, we establish the stability of mild solution. An example is given to illustrate the theory.
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页数:15
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