Article ID Journal Published Year Pages File Type
5129733 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

In this paper, we prove an existence and uniqueness result of mild solution for a stochastic delay differential equation in a Hilbert space driven by a fractional Brownian motion with the Hurst parameter H>1∕2 and with a non-deterministic diffusion coefficient. We also prove under a sufficient condition that the law of the norm of the solution admits a density with respect to Lebesgue measure on R.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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