Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion

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Volume 28, Issue 4

Zhi Li & Liping Xu

DOI: 10.4208/jpde.v28.n4.2

J. Part. Diff. Eq., 28 (2015), pp. 305-314.

Published online: 2015-12

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Abstract

In this paper, we study a class of doubly perturbed neutral stochastic functional equations driven by fractional Brownian motion. Under some non-Lipschitz conditions, we will prove the existence and uniqueness of the solution to these equations by providing a semimartingale approximation of a fractional stochastic integration.

Keywords

Fractional Brownian motion doubly perturbed neutral functional equations non-Lipschitz condition

AMS Subject Headings

60H15, 60G15, 60H05

Email address

lizhi_csu@126.com (Zhi Li)

xlp211@126.com (Liping Xu)

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@Article{JPDE-28-305, author = {Li , Zhi and Xu , Liping}, title = {Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion}, journal = {Journal of Partial Differential Equations}, year = {2015}, volume = {28}, number = {4}, pages = {305--314}, abstract = { In this paper, we study a class of doubly perturbed neutral stochastic functional equations driven by fractional Brownian motion. Under some non-Lipschitz conditions, we will prove the existence and uniqueness of the solution to these equations by providing a semimartingale approximation of a fractional stochastic integration.}, issn = {2079-732X}, doi = {https://doi.org/10.4208/jpde.v28.n4.2}, url = {http://global-sci.org/intro/article_detail/jpde/5118.html} }

TY - JOUR T1 - Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion AU - Li , Zhi AU - Xu , Liping JO - Journal of Partial Differential Equations VL - 4 SP - 305 EP - 314 PY - 2015 DA - 2015/12 SN - 28 DO - http://doi.org/10.4208/jpde.v28.n4.2 UR - https://global-sci.org/intro/article_detail/jpde/5118.html KW - Fractional Brownian motion KW - doubly perturbed neutral functional equations KW - non-Lipschitz condition AB - In this paper, we study a class of doubly perturbed neutral stochastic functional equations driven by fractional Brownian motion. Under some non-Lipschitz conditions, we will prove the existence and uniqueness of the solution to these equations by providing a semimartingale approximation of a fractional stochastic integration.

Li , Zhi and Xu , Liping. (2015). Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion. Journal of Partial Differential Equations. 28 (4). 305-314. doi:10.4208/jpde.v28.n4.2

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