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S. Hajji

Publications and source records attributed to S. Hajji.

4 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↗
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↗