Neutral stochastic functional differential equation driven by fractional Brownian motion and Poisson point processes

MaRDI QIDQ2835975zbMATH OpenFDO

Authors El Hassan Lakhel, Salah Hajji

Publication date 30 November 2016

Published in Gulf Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.6681

zbMATH Keywords

fractional Brownian motionmild solutionPoisson point processesfractional powers of closed operatorssemigroup of bounded linear operator

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

Abstract: In this note we consider a class of neutral stochastic functional differential equations with finite delay driven simultaneously by a fractional Brownian motion and a Poisson point processes in a Hilbert space. We prove an existence and uniqueness result and we establish some conditions ensuring the exponential decay to zero in mean square for the mild solution by means of the Banach fixed point principle.

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