Frontiers of Mathematics in China >

2013 , Vol. 8 >Issue 4: 745 - 760

DOI: https://doi.org/10.1007/s11464-013-0300-3

RESEARCH ARTICLE

Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

  • Tomás CARABALLO , 1 ,
  • Mamadou Abdoul DIOP 2
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  • 1. Dpto. Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, Apdo. de Correos 1160, 41080-Sevilla, Spain
  • 2. Université Gaston Berger de Saint-Louis, UFR SAT, Département de Mathématiques, 234, Saint-Louis, Sénégal

Received date: 01 Oct 2012

Accepted date: 18 Mar 2013

Published date: 01 Aug 2013

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg
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Abstract

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.

Key words： Resolvent operator; C0-semigroup; Wiener process; mild solution; fractional Brownian motion

Cite this article

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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