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

Ren Yong | Zendy; Cheng Xing | Zendy; Sakthivel Rathinasamy | Zendy

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

Author(s) -

Ren Yong,

Cheng Xing,

Sakthivel Rathinasamy

Publication year - 2013

Publication title -

mathematical methods in the applied sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.719

H-Index - 65

eISSN - 1099-1476

pISSN - 0170-4214

DOI - 10.1002/mma.2967

Subject(s) - fractional brownian motion , mathematics , uniqueness , hurst exponent , wiener process , brownian motion , hilbert space , mathematical analysis , class (philosophy) , stochastic process , statistics , computer science , artificial intelligence

In this paper, we show the existence and uniqueness of the mild solution for a class of time‐dependent stochastic evolution equations with finite delay driven by a standard cylindrical Wiener process and an independent cylindrical fractional Brownian motion with Hurst parameter H ∈ (1 / 2,1). An example is provided to illustrate the theory. Copyright © 2013 John Wiley & Sons, Ltd.

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