On a nonlinear neutral stochastic functional integro-differential equation driven by fractional Brownian motion

B. Boufoussi; S. Hajji; S. Mouchtabih

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arXiv · 1809.02784

On a nonlinear neutral stochastic functional integro-differential equation driven by fractional Brownian motion

B. Boufoussi·S. Hajji·S. Mouchtabih

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Abstract

In this paper, we study the existence and uniqueness of mild solution for a stochastic neutral partial functional integro-differential equation with delay in a Hilbert space driven by a fractional Brownian motion and with non-deterministic diffusion coefficient. We suppose that the linear part has a resolvent operator. We also establish a sufficient condition for the existence of the density of a function of the solution. An example is provided to illustrate the results of this work

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B. Boufoussi, S. Hajji, S. Mouchtabih. 2018-09-08. On a nonlinear neutral stochastic functional integro-differential equation driven by fractional Brownian motion. https://arxiv.org/abs/1809.02784

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