TY - JOUR
T1 - Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion
AU - Li , Zhi
AU - Xu , Liping
JO - Journal of Partial Differential Equations
VL - 4
SP - 305
EP - 314
PY - 2015
DA - 2015/12
SN - 28
DO - http://doi.org/10.4208/jpde.v28.n4.2
UR - https://global-sci.org/intro/article_detail/jpde/5118.html
KW - Fractional Brownian motion
KW - doubly perturbed neutral functional equations
KW - non-Lipschitz condition
AB -  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.