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

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Abstract

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 ∈ (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.

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Authors and Affiliations

  1. Department of Mathematics, Anhui Normal University, Wuhu, 241000, China

    Yong Ren & Tingting Hou

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

    R. Sakthivel

Authors
  1. Yong Ren
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  2. Tingting Hou
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  3. R. Sakthivel
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Correspondence to R. Sakthivel.

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Ren, Y., Hou, T. & Sakthivel, R. Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay. Front. Math. China 10, 351–365 (2015). https://doi.org/10.1007/s11464-015-0392-z

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  • DOI: https://doi.org/10.1007/s11464-015-0392-z

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