Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients
Year: 2019
Author: Wentao Zhan, Zhi Li
Journal of Partial Differential Equations, Vol. 32 (2019), Iss. 2 : pp. 144–155
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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jpde.v32.n2.4
Journal of Partial Differential Equations, Vol. 32 (2019), Iss. 2 : pp. 144–155
Published online: 2019-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: Fractional Sobolev-type stochastic differential equations