Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
This paper deals with the existence and uniqueness of mild solutions to neutral stochastic delay functional integro-di erential equations perturbed by a fractional Brownian motion BH, with Hurst parameter H 2 ( 1 2; 1). We use the theory of resolvent operators developed in R.Grimmer [5] to show the...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2013 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/23680 |
| Acceso en línea: | http://hdl.handle.net/11441/23680 https://doi.org/10.1007/s11464-013-0300-3 |
| Access Level: | acceso abierto |
| Palabra clave: | Resolvent operators C0-semigroup Wiener process mild solutions Fractional Brownian motion |
| Sumario: | This paper deals with the existence and uniqueness of mild solutions to neutral stochastic delay functional integro-di erential equations perturbed by a fractional Brownian motion BH, with Hurst parameter H 2 ( 1 2; 1). We use the theory of resolvent operators developed in R.Grimmer [5] to show the existence of mild solutions. An example is provided to illustrate the results of this work. |
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