Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152200 | Statistics & Probability Letters | 2012 | 10 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Brahim Boufoussi, Salah Hajji,