TY - JOUR
T1 - Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients
AU - Zhan , Wentao
AU - Li , Zhi
JO - Journal of Partial Differential Equations
VL - 2
SP - 144
EP - 155
PY - 2019
DA - 2019/07
SN - 32
DO - http://doi.org/10.4208/jpde.v32.n2.4
UR - https://global-sci.org/intro/article_detail/jpde/13239.html
KW - Fractional Sobolev-type stochastic differential equations
KW - fractional Brownian motion
KW - mild solution.
AB - <p>In this paper, we are concerned with the existence and uniqueness of mild
solution for a class of nonlinear fractional Sobolev-type stochastic differential equations
driven by fractional Brownian motion with Hurst parameter H∈(1/2,1) in Hilbert
space. We obtain the required result by using semigroup theory, stochastic analysis
principle, fractional calculus and Picard iteration techniques with some non-Lipschitz
conditions.</p>