Article ID Journal Published Year Pages File Type
1152200 Statistics & Probability Letters 2012 10 Pages PDF
Abstract

In this note we prove an existence and uniqueness result of mild solutions for a neutral stochastic differential equation with finite delay, driven by a fractional Brownian motion in a Hilbert space and we establish some conditions ensuring the exponential decay to zero in mean square for the mild solution.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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