Stochastic fractional evolution equations with fractional brownian motion and infinite delay
Liping Xu and
Applied Mathematics and Computation, 2018, vol. 336, issue C, 36-46
In this paper, we consider a class of stochastic fractional evolution equations with infinite delay and a fractional Brownian motion in a Hilbert space. By the stochastic analysis technique, we establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz condition with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory.
Keywords: Stochastic fractional evolution equation; Fractional Brownian motion; Infinite delay (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:336:y:2018:i:c:p:36-46
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