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

Received date: January 13, 2015

Accepted date: February 10, 2015

Published date: March 12, 2015

DOI:

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

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.

References

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How to Cite

Maheswari, R., & Karunanithi, S. (2015). Existence and stability results for neutral stochastic delay differential equations driven by a fractional Brownian motion. International Journal of Applied Mathematical Research, 4(2), 281-294. https://doi.org/10.14419/ijamr.v4i2.4175

Received date: January 13, 2015

Accepted date: February 10, 2015

Published date: March 12, 2015