Existence, uniqueness and stability of impulsive stochastic neutral functional differential equations driven by Rosenblatt process with varying-time delays

Hermite processes are self-similar processes with stationary increments; the Hermite process of order 1 is fractional Brownian motion (film) and the Hermite process of order 2 is the Rosenblatt process. In this paper we consider a class of impulsive neutral stochastic functional differential equations with variable delays driven by Rosenblatt process with index H is an element of (1/2, 1), which is a special case of a self-similar process with long-range dependence. More precisely, we prove an existence and uniqueness result, and we establish some conditions, ensuring the exponential decay to zero in mean square for the mild solution by means of the Banach fixed point theory. Finally, an illustrative example is given to demonstrate the effectiveness of the obtained result.