Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129733 | Statistics & Probability Letters | 2017 | 8 Pages |
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>1â2 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
Authors
Brahim Boufoussi, Salah Hajji,