| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 468792 | Computers & Mathematics with Applications | 2011 | 9 Pages |
Abstract
In this paper, we prove a global existence and uniqueness result for the solution of a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2H>1/2. We also study the dependence of the solution on the initial condition.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
B. Boufoussi, S. Hajji,