Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion

Authors

  • Zhi Li School of Information and Mathematics, Yangtze University, Jingzhou 434023, China
  • Liping Xu School of Information and Mathematics, Yangtze University, Jingzhou 434023, China

DOI:

https://doi.org/10.4208/jpde.v28.n4.2

Keywords:

Fractional Brownian motion;doubly perturbed neutral functional equations;non-Lipschitz condition

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."

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Published

2020-05-12

Issue

Vol. 28 No. 4 (2015)

Section

Articles

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