Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

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Volume 27, Issue 1

Zhi Li & Jiaowan Luo

DOI: 10.4208/jpde.v27.n1.3

J. Part. Diff. Eq., 27 (2014), pp. 50-63.

Published online: 2014-03

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Abstract

Under a non-Lipschitz condition being considered as a generalized case of Lipschitz condition, the existence and uniqueness of mild solutions to neutral stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter 1/2 ‹ H ‹ 1 are investigated. Some known results are generalized and improved.

Keywords

Neutral functional partial differential equation mild solution Wiener integral fractional Brownian motion

AMS Subject Headings

60H15, 60G15, 60H05

Email address

lizhi_csu@126.com (Zhi Li)

jluo@gzhu.edu.cn (Jiaowan Luo)

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@Article{JPDE-27-50, author = {Li , Zhi and Luo , Jiaowan}, title = {Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients}, journal = {Journal of Partial Differential Equations}, year = {2014}, volume = {27}, number = {1}, pages = {50--63}, abstract = { Under a non-Lipschitz condition being considered as a generalized case of Lipschitz condition, the existence and uniqueness of mild solutions to neutral stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter 1/2 ‹ H ‹ 1 are investigated. Some known results are generalized and improved.}, issn = {2079-732X}, doi = {https://doi.org/10.4208/jpde.v27.n1.3}, url = {http://global-sci.org/intro/article_detail/jpde/5125.html} }

TY - JOUR T1 - Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients AU - Li , Zhi AU - Luo , Jiaowan JO - Journal of Partial Differential Equations VL - 1 SP - 50 EP - 63 PY - 2014 DA - 2014/03 SN - 27 DO - http://doi.org/10.4208/jpde.v27.n1.3 UR - https://global-sci.org/intro/article_detail/jpde/5125.html KW - Neutral functional partial differential equation KW - mild solution KW - Wiener integral KW - fractional Brownian motion AB - Under a non-Lipschitz condition being considered as a generalized case of Lipschitz condition, the existence and uniqueness of mild solutions to neutral stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter 1/2 ‹ H ‹ 1 are investigated. Some known results are generalized and improved.

Li , Zhi and Luo , Jiaowan. (2014). Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients. Journal of Partial Differential Equations. 27 (1). 50-63. doi:10.4208/jpde.v27.n1.3

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