Stochastic delay fractional evolution equations driven by fractional Brownian motion

By Kexue Li. 2014

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In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An application to the stochastic fractional heat equation is presented to illustrate the theory. Copyright © 2014 John Wiley & Sons, Ltd.

Subfields: Applied Mathematics, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/0e18d156aa343f223b2a7423d13f79a18343dcf5