Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

Zhi Li; Jiaowan Luo

doi:10.4208/jpde.v27.n1.3

Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

Authors

Zhi Li School of Information and Mathematics, Yangtze University, Jingzhou 434023, China
Jiaowan Luo School of Mathematics and Information Sciences, Guangzhou University, Guangzhou 510006, China

DOI:

https://doi.org/10.4208/jpde.v27.n1.3

Keywords:

Neutral functional partial differential equation;mild solution;Wiener integral;fractional Brownian motion

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 \u2039 H \u2039 1 are investigated. Some known results are generalized and improved."

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Published

2014-03-05

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Issue

Vol. 27 No. 1 (2014)

Section

Articles

How to Cite

Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients. (2014). Journal of Partial Differential Equations, 27(1), 50-63. https://doi.org/10.4208/jpde.v27.n1.3