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

2014/01/11 by Brahim Boufoussi, Boufoussi, B., Salah Hajji +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1401.2555

openalex publication_date 2014/01/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

Citations

• Fractional Brownian Motions, Fractional Noises and Applications

Cited by

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

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