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math.DS2013
Neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes
S. Hajji, E. Lakhel
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…
math.DS2013★ 12 cited
Existence and Uniqueness of Mild Solutions to Neutral SFDE driven by a Fractional Brownian Motion with non-Lipschitz Coefficients
S. Hajji, E. Lakhel
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 Fraction…