Time-dependent Neutral stochastic functional differential equation driven by a fractional Brownian motion in a Hilbert space

B. Boufoussi; S. Hajji; E. Lakhel

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arXiv · 1401.2555

Time-dependent Neutral stochastic functional differential equation driven by a fractional Brownian motion in a Hilbert space

B. Boufoussi·S. Hajji·E. Lakhel

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Abstract

In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by a fractional Brownian motion in a Hilbert space. We prove an existence and uniqueness result for the mild solution by means of the Banach fixed point principle. A practical example is provided to illustrate the viability of the abstract result of this work.

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BibTeX RIS

B. Boufoussi, S. Hajji, E. Lakhel. 2014-01-11. Time-dependent Neutral stochastic functional differential equation driven by a fractional Brownian motion in a Hilbert space. https://arxiv.org/abs/1401.2555

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