Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion
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Stochastic differential equations have many applications in science and engineering, and have been receiving much attention over the last decades. In this paper, the authors establish sufficient conditions ensuring existence and continuous dependence of mild solutions to first order stochastic impulsive differential equation with delays in a real separable Hilbert space. The approach is based on Banach's fixed point theorem and Krasnoselski-Schaefer type fixed point theorem.
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