Abstract
In this paper, we consider a class of fractional impulsive neutral stochastic functional differential equations with infinite delay driven by a fractional Brownian motion in a real separable Hilbert space. We prove the existence of mild solutions by using stochastic analysis and a fixed-point strategy.
Acknowledgements
The authors would like to thank the referee and the editor for their careful comments and valuable suggestions on this work.
References
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© 2022 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- On parameter estimation of fractional Ornstein–Uhlenbeck process
- Existence of solutions for fractional impulsive neutral functional differential equations driven by fractional Brownian motion
- Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon
- Some results on the generalized Brownian bridge
- A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains
- Sombrero law
- Approximate controllability for a new class of stochastic functional differential inclusions with infinite delay
Artikel in diesem Heft
- Frontmatter
- On parameter estimation of fractional Ornstein–Uhlenbeck process
- Existence of solutions for fractional impulsive neutral functional differential equations driven by fractional Brownian motion
- Necessary and sufficient conditions in optimal control of mean-field stochastic differential equations with infinite horizon
- Some results on the generalized Brownian bridge
- A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains
- Sombrero law
- Approximate controllability for a new class of stochastic functional differential inclusions with infinite delay