Frontiers of Mathematics in China >
Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
Received date: 01 Oct 2012
Accepted date: 18 Mar 2013
Published date: 01 Aug 2013
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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 BH, with Hurst parameter H∈ (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.
Tomás CARABALLO , Mamadou Abdoul DIOP . Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion[J]. Frontiers of Mathematics in China, 2013 , 8(4) : 745 -760 . DOI: 10.1007/s11464-013-0300-3
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