Year: 2015
Journal of Partial Differential Equations, Vol. 28 (2015), Iss. 4 : pp. 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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jpde.v28.n4.2
Journal of Partial Differential Equations, Vol. 28 (2015), Iss. 4 : pp. 305–314
Published online: 2015-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Fractional Brownian motion
Author Details
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Yue, Jia
Wang, Ming-Hui
Huang, Nan-Jing
Yang, Ben-zhang
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