Volume 32, Issue 2
Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

Wentao Zhan and Zhi Li


J. Part. Diff. Eq., 32 (2019), pp. 144-155.

Preview Full PDF BiBTex 135 402
  • Abstract

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.

  • History

Published online: 2019-07

  • AMS Subject Headings

60H15, 26A33, 60G15

  • Cited by