Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay

作者：Ren, Yong; Hou, Tingting; Sakthivel, R.^*

来源：Frontiers of Mathematics in China, 2015, 10(2): 351-365.

DOI：10.1007/s11464-015-0392-z

• Stochastic functional differential equation
• non-densely defined operator
• cylindrical fractional Brownian motion (fBm)
• impulsive effect

We study a class of non-densely defined impulsive neutral stochastic functional differential equations driven by an independent cylindrical fractional Brownian motion (fBm) with Hurst parameter H a (1/2, 1) in the Hilbert space. We prove the existence and uniqueness of the integral solution for this kind of equations with the coefficients satisfying some non-Lipschitz conditions. The results are obtained by using the method of successive approximation.

• 出版日期2015-4
• 单位安徽师范大学