Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion

Liping Xu and Jiaowan Luo

Applied Mathematics and Computation, 2019, vol. 341, issue C, 93-110

Abstract: In this paper, we consider a class of stochastic functional differential equations in Hilbert spaces driven by a fractional Brownian motion with Hurst parameter 1/2 < H < 1. By using pathwise approach, we prove a global existence and uniqueness result of the mild solution for the equations considered under some local Lipschitz conditions. Subsequently, by establishing some new estimates, we also prove some viability results to the stochastic systems under investigation.

Keywords: Fractional Brownian motion; Viability; Tangency property (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:341:y:2019:i:c:p:93-110

DOI: 10.1016/j.amc.2018.08.016

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