Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

In this note we prove an existence and uniqueness result of mild solutions for a neutral stochastic differential equation with finite delay, driven by a fractional Brownian motion in a Hilbert space and we establish some conditions ensuring the exponential decay to zero in mean square for the mild solution.

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Year of publication:	2012
Authors:	Boufoussi, Brahim ; Hajji, Salah
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 8, p. 1549-1558
Publisher:	Elsevier
Subject:	Mild solution \| Semigroup of bounded linear operator \| Fractional powers of closed operators \| Fractional Brownian motion \| Wiener integral

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010597156