Existence and Uniqueness of the solutions to Stochastic Neutral Functional Differential Equations Using Fractional Brownian motion with Non-Lipschitz Coefficients
Journal Title: International Journal of engineering Research and Applications - Year 2018, Vol 8, Issue 1
Abstract
In this paper we investigate the existence and uniqueness of mild solutions to neutral stochastic functional differential equations driven by a Brownian motion in a Hilbert space with non-Lipschitzian coefficients. The results are obtained by using the method of successive approximation and generalize the results that were reported by Bao and Hou[1].
Authors and Affiliations
C. Loganathan, P. Selvanayaki
Keywords
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