arXiv subjects

E. Lakhel

Publications and source records attributed to E. Lakhel.

4 recordsLinked to original sources

arXiv2015

Controllability of Time-dependent Neutral Stochastic Functional Differential Equations Driven by a Fractional Brownian Motion

In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert space. Sufficient conditions for controllability are obtained by employing a fixed point approach. A practical example is provided to illustrate the viability of the abstract result 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↗

arXiv2013

Existence and Uniqueness of Mild Solutions to Neutral SFDE driven by a Fractional Brownian Motion with non-Lipschitz Coefficients

The article presents results on existence and uniqueness of mild solutions to a class of non linear neutral stochastic functional differential equations (NSFDEs) driven by Fractional Brownian motion in a Hilbert space with non-Lipschitzian coefficients. The results are obtained by using the method of Picard approximation.

math.DS↗

arXiv2013

Neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and uniqueness result and we establish some conditions ensuring the exponential decay to zero in mean square for the mild solution by means of the Banach fixed point principle.

math.DS↗