Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion

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."