On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay

DOI10.1002/mma.2967zbMath1304.60069MaRDI QIDQ2922248

Yong Ren, Xing Cheng, Rathinasamy Sakthivel

Publication date: 9 October 2014

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.2967

zbMATH Keywords

fractional Brownian motion; mild solution; fixed point theorem; evolution operator; stochastic evolution equation

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H20: Stochastic integral equations

47N30: Applications of operator theory in probability theory and statistics

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Cites Work

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