Boufoussi, Brahim; Hajji, Salah - In: Statistics & Probability Letters 82 (2012) 8, pp. 1549-1558
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...