THE SOLVABILITY AND UNIQUENESS OF MILD SOLUTION OF IMPULSIVE NEUTRAL STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION

Authors

  • Nguyen Nhu Quan Electric Power University, Vietnam

DOI:

https://doi.org/10.51453/2354-1431/2021/552

Keywords:

Mild Solution; Stochastic Differential Equations; Fractional Brownian Motion; Solvability and Uniqueness

Abstract

In this work, the author study the solvability and uniqueness of mild solution of impulsive neutral stochastic integrodifferential equations driven by a fractional Brownian motion

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References

[1] Caraballo, T., Garrido-Atienza, M.J., Taniguchi, T. (2011).The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion, Nonlinear Analysis, 74: 3671-3684.

[2] Dung, N.T. (2014). Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays, J. Korean Statist. Soc, 43: 599-608, Vietnam.

[3] Dung, N.T. (2015). Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space, Stochastics, 87: 142-159, Vietnam.

[4] Mishura, Y. (2008). Stochastic Calculus for Fractional Brownian Motion and Related Topics, in: Lecture Notes in Mathematics, 1929.

[5] Nualart, D. (2006). The Malliavin Calculus and Related Topics, Second Edition, Springer-Verlag, Berlin.

[6] Pazy, A. (1983). Semigroups of Linear Operators and Applications to Partial Differential Equations. In: Applied Mathematical Sciences, 44. Springer-Verlag, New York.

[7] Tindel, S., Tudor, C.A., Viens, F. (2003). Stochastic evolution equations with fractional Brownian motion, Probability Theory and Related Fields, 127: 186-204.

[8] Yang, H., Jiang, F. (2013). Exponential stability of mild solutions to impulsive stochastic neutral partial differential equations with memory, Advances in Difference Equations.

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Published

2021-08-17

How to Cite

Nguyễn Như, Q. (2021). THE SOLVABILITY AND UNIQUENESS OF MILD SOLUTION OF IMPULSIVE NEUTRAL STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION. SCIENTIFIC JOURNAL OF TAN TRAO UNIVERSITY, 7(21). https://doi.org/10.51453/2354-1431/2021/552

Issue

Vol. 7 No. 21 (2021)

Section

Natural Science and Technology

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