Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients
Year: 2014
Author: Zhi Li, Jiaowan Luo
Journal of Partial Differential Equations, Vol. 27 (2014), Iss. 1 : pp. 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.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jpde.v27.n1.3
Journal of Partial Differential Equations, Vol. 27 (2014), Iss. 1 : pp. 50–63
Published online: 2014-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 14
Keywords: Neutral functional partial differential equation