Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

Abstract

This paper deals with the existence and uniqueness of mild solutions to neutral stochastic delay functional integro-di erential equations perturbed by a fractional Brownian motion BH, with Hurst parameter H 2 ( 1 2; 1). We use the theory of resolvent operators developed in R.Grimmer [5] to show the existence of mild solutions. An example is provided to illustrate the results of this work.