Article ID Journal Published Year Pages File Type
10224183 Applied Mathematics and Computation 2019 18 Pages PDF
Abstract
In this paper, we consider a class of stochastic functional differential equations in Hilbert spaces driven by a fractional Brownian motion with Hurst parameter 1/2 < H < 1. By using pathwise approach, we prove a global existence and uniqueness result of the mild solution for the equations considered under some local Lipschitz conditions. Subsequently, by establishing some new estimates, we also prove some viability results to the stochastic systems under investigation.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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