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Volume 27, Issue 1
Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

Zhi Li & Jiaowan Luo

DOI: 10.4208/jpde.v27.n1.3

J. Part. Diff. Eq., 27 (2014), pp. 50-63.

Published online: 2014-03

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  • Abstract
Under a non-Lipschitz condition being considered as a generalized case of Lipschitz condition, the existence and uniqueness of mild solutions to neutral stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter 1/2 ‹ H ‹ 1 are investigated. Some known results are generalized and improved.
  • Keywords

Neutral functional partial differential equation mild solution Wiener integral fractional Brownian motion

  • AMS Subject Headings

60H15, 60G15, 60H05

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address

lizhi_csu@126.com (Zhi Li)

jluo@gzhu.edu.cn (Jiaowan Luo)

  • BibTex
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  • TXT
@Article{JPDE-27-50, author = {Li , Zhi and Luo , Jiaowan}, title = {Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients}, journal = {Journal of Partial Differential Equations}, year = {2014}, volume = {27}, number = {1}, pages = {50--63}, abstract = { Under a non-Lipschitz condition being considered as a generalized case of Lipschitz condition, the existence and uniqueness of mild solutions to neutral stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter 1/2 ‹ H ‹ 1 are investigated. Some known results are generalized and improved.}, issn = {2079-732X}, doi = {https://doi.org/10.4208/jpde.v27.n1.3}, url = {http://global-sci.org/intro/article_detail/jpde/5125.html} }
TY - JOUR T1 - Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients AU - Li , Zhi AU - Luo , Jiaowan JO - Journal of Partial Differential Equations VL - 1 SP - 50 EP - 63 PY - 2014 DA - 2014/03 SN - 27 DO - http://doi.org/10.4208/jpde.v27.n1.3 UR - https://global-sci.org/intro/article_detail/jpde/5125.html KW - Neutral functional partial differential equation KW - mild solution KW - Wiener integral KW - fractional Brownian motion AB - Under a non-Lipschitz condition being considered as a generalized case of Lipschitz condition, the existence and uniqueness of mild solutions to neutral stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter 1/2 ‹ H ‹ 1 are investigated. Some known results are generalized and improved.
Zhi Li & JiaowanLuo. (2019). Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients. Journal of Partial Differential Equations. 27 (1). 50-63. doi:10.4208/jpde.v27.n1.3
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