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Neutral Stochastic Integrodifferential Equations Driven by a Fractional Brownian Motion with Impulsive Effects and Time-varying Delays

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Abstract

This paper deals with the existence,uniqueness and asymptotic behaviors of mild solutions to neutral stochastic delay functional integrodifferential equations with impulsive effects, perturbed by a fractional Brownian motion B H, with Hurst parameter \({H \in (\frac{1}{2},1)}\). We use the theory of resolvent operators developed in Grimmer (Trans Am Math Soc 273(1982):333–349, 2009) to show the existence of mild solutions. An example is provided to illustrate the results of this work.

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Authors and Affiliations

  1. Département de Mathématiques, Université Gaston Berger de Saint-Louis, UFR SAT, 234, Saint-Louis, Senegal

    Mamadou Abdoul Diop & Abdoul Aziz Ndiaye

  2. Department of Mathematics, Sungkyunkwan University, Suwon, 440 746, Republic of Korea

    Sakthivel Rathinasamy

Authors
  1. Mamadou Abdoul Diop
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  2. Sakthivel Rathinasamy
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  3. Abdoul Aziz Ndiaye
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Correspondence to Mamadou Abdoul Diop or Sakthivel Rathinasamy.

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Diop, M.A., Rathinasamy, S. & Ndiaye, A.A. Neutral Stochastic Integrodifferential Equations Driven by a Fractional Brownian Motion with Impulsive Effects and Time-varying Delays. Mediterr. J. Math. 13, 2425–2442 (2016). https://doi.org/10.1007/s00009-015-0632-1

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  • DOI: https://doi.org/10.1007/s00009-015-0632-1

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