Artículo
Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion
Autor/es | Caraballo Garrido, Tomás
Diop, Mamadou Abdoul |
Departamento | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Fecha de publicación | 2013 |
Fecha de depósito | 2015-04-08 |
Publicado en |
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Resumen | 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). ... 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. |
Cita | Caraballo Garrido, T. y Diop, M.A. (2013). Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion. Frontiers of Mathematics In China, 8 (4), 745-760. |
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