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Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

         

摘要

In this paper,we are concerned with the existence and uniqueness of mild solution for a class of nonlinear fractional Sobolev-type stochastic differential equations driven by fractional Brownian motion with Hurst parameter H∈ (1/2,1) in Hilbert space.We obtain the required result by using semigroup theory,stochastic analysis principle,fractional calculus and Picard iteration techniques with some non-Lipschitz conditions.

著录项

  • 来源
    《偏微分方程:英文版》 |2019年第2期|144-155|共12页
  • 作者

    ZHAN Wentao; LI Zhi;

  • 作者单位

    School of Information and Mathematics;

    Yangtze University;

    Jingzhou 434023;

    China;

    School of Information and Mathematics;

    Yangtze University;

    Jingzhou 434023;

    China;

  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 随机微分方程;
  • 关键词

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