Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients | Journal of Partial Differential Equations

Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

Authors

Wentao Zhan School of Information and Mathematics, Yangtze University, Jingzhou 434023, China
Zhi Li School of Information and Mathematics, Yangtze University, Jingzhou 434023, China

DOI:

https://doi.org/10.4208/jpde.v32.n2.4

Keywords:

Fractional Sobolev-type stochastic differential equations;fractional Brownian motion;mild solution.

Abstract

In this paper, we are concerned with the existence and uniqueness of mild solution for a class of nonlinear fractional Sobolev-type stochastic differential equations driven by fractional Brownian motion with Hurst parameter H∈(1/2,1) in Hilbert space. We obtain the required result by using semigroup theory, stochastic analysis principle, fractional calculus and Picard iteration techniques with some non-Lipschitz conditions.

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Published

2019-07-15

Issue

Vol. 32 No. 2 (2019)

Section

Articles

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