@Article{JPDE-32-2, author = {Zhan, Wentao and Zhi, Li}, title = {Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients}, journal = {Journal of Partial Differential Equations}, year = {2019}, volume = {32}, number = {2}, pages = {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.

}, issn = {2079-732X}, doi = {https://doi.org/10.4208/jpde.v32.n2.4}, url = {https://global-sci.com/article/88180/sobolev-type-fractional-stochastic-differential-equations-driven-by-fractional-brownian-motion-with-non-lipschitz-coefficients} }