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

2013/12/20 by Salah Hajji, Hajji, S., El Hassan Lakhel +1 · 1 citation
Economics, Econometrics and Finance · Engineering · #Complex Systems and Time Series Analysis #Dynamical Systems (math.DS) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1312.6147

openalex publication_date 2013/12/20 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

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 Fractional Brownian motion in a Hilbert space with non-Lipschitzian coefficients. The results are obtained by using the method of Picard approximation.

Cited by

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

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