Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

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DOI10.1016/j.spl.2012.04.013zbMath1248.60069OpenAlexW1988466183MaRDI QIDQ449014

Salah Hajji, Brahim Boufoussi

Publication date: 11 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.04.013

zbMATH Keywords

fractional Brownian motion Wiener integral mild solution fractional powers of closed operators semigroup of bounded linear operator

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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