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

Abstract

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.

20 pages. arXiv admin note: text overlap with arXiv:1312.6681

References in corpus (1)

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

Cited by in corpus (1)

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