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- Title
Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior.
- Authors
Allognissode, Fulbert Kuessi; Diop, Mamadou Abdoul; Ezzinbi, Khalil; Ogouyandjou, Carlos
- Abstract
This paper deals with the existence and uniqueness of mild solutions to stochastic partial functional integro-differential equations driven by a sub-fractional Brownian motion S Q H (t) {S_{Q}^{H}(t)} , with Hurst parameter H ∈ (1 2 , 1) {H\in(\frac{1}{2},1)}. By the theory of resolvent operator developed by R. Grimmer (1982) to establish the existence of mild solutions, we give sufficient conditions ensuring the existence, uniqueness and the asymptotic behavior of the mild solutions. An example is provided to illustrate the theory.
- Subjects
BROWNIAN motion; FUNCTIONAL equations; WIENER processes; INTEGRO-differential equations; RESOLVENTS (Mathematics); STOCHASTIC differential equations; OPERATOR theory; BEHAVIOR
- Publication
Random Operators & Stochastic Equations, 2019, Vol 27, Issue 2, p107
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/rose-2019-2009