On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay
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Publication:2922248
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
fractional Brownian motion; mild solution; fixed point theorem; evolution operator; stochastic evolution equation
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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