Existence and stability results for neutral stochastic delay differential equations driven by a fractional Brownian motion

Authors

  • R. Maheswari Sri Eshwar college of engineering
  • S. Karunanithi Kongunadu Arts and Science College

DOI:

https://doi.org/10.14419/ijamr.v4i2.4175

Published:

2015-03-12

Keywords:

Asymptotic Behaviors, Delays, Fractional Brownian Motion, Mild Solution, Wiener Integral.

Abstract

In this paper we investigate the existence, uniqueness, asymptotic behavior of mild solutions to neutral stochastic differential equations with delays driven by a fractional Brownian motion in a Hilbert space. The cases of finite and infinite delays are analyzed.

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