Stochastic delayed fractional-order differential equations driven by fractional Brownian motion

Ahmed Mahmoud Sayed Ibrahim

doi:10.26637/mjm1003/001

Abstract

In this paper, we presents results on existence and uniqueness of mild solutions to stochastic differential equations with time delay driven by fractional Brownian motion (fBM) with Hurst index (1/2,1) in a Hilbert space with non-Lipschitzian coefficients.

Keywords:

Fractional calculus, Mild solution, Semigroup of bounded linear operator, Stochastic differential equation with time delay, Young integral

Mathematics Subject Classification:

60G22, 45N05, 34G20, 60H15, 60G15, 35R12

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Ahmed Mahmoud Sayed Ibrahim Department of Mathematics and Computer Science, Faculty of Sciences, Alexandria University, Alexandria, Egypt.

Pages: 187-197
Date Published: 01-07-2022
Vol. 10 No. 03 (2022): Malaya Journal of Matematik (MJM)

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