Neutral Fractional Stochastic Differential Equations Driven by Rosenblatt Process

Neutral Fractional Stochastic Differential Equations Driven by Rosenblatt Process

Year:    2018

Author:    Liping Xu, Zhi Li

Journal of Partial Differential Equations, Vol. 31 (2018), Iss. 2 : pp. 159–176

Abstract

In this paper, we are concerned with a class of neutral fractional stochastic partial differential equations driven by a Rosenblatt process. By the stochastic analysis technique, the properties of operator semigroup and combining the Banach fixed-point theorem, we prove the existence and uniqueness of the mild solutions to this kind of equations driven by Rosenblatt process. In the end, an example is given to demonstrate the theory of our work.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jpde.v31.n2.3

Journal of Partial Differential Equations, Vol. 31 (2018), Iss. 2 : pp. 159–176

Published online:    2018-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    18

Keywords:    Fractional neutral SDEs

Author Details

Liping Xu

Zhi Li