arXiv subjects

B. Boufoussi

Publications and source records attributed to B. Boufoussi.

2 recordsLinked to original sources

arXiv2018

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

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

math.PR↗

arXiv2014

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

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.

math.PR↗