Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay

doi:10.1007/s11464-015-0392-z

Front. Math. China

2015, Vol. 10

Issue (2) : 351-365 https://doi.org/10.1007/s11464-015-0392-z

RESEARCH ARTICLE

Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay

Yong REN¹,Tingting HOU¹,R. SAKTHIVEL^2,^*(

)

1. Department of Mathematics, Anhui Normal University, Wuhu 241000, China
2. Department of Mathematics, Sungkyunkwan University, Suwon 440-746, Korea

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Abstract

We study a class of non-densely defined impulsive neutral stochastic functional differential equations driven by an independent cylindrical fractional Brownian motion (fBm) with Hurst parameter H∈ (1/2, 1) in the Hilbert space. We prove the existence and uniqueness of the integral solution for this kind of equations with the coefficients satisfying some non-Lipschitz conditions. The results are obtained by using the method of successive approximation.

Keywords Stochastic functional differential equation non-densely defined operator cylindrical fractional Brownian motion (fBm) impulsive effect

Corresponding Author(s): R. SAKTHIVEL

Issue Date: 12 February 2015

Cite this article:

Yong REN,Tingting HOU,R. SAKTHIVEL. Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay[J]. Front. Math. China, 2015, 10(2): 351-365.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-015-0392-z
https://academic.hep.com.cn/fmc/EN/Y2015/V10/I2/351

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