Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

摘要

This paper deals with the existence and uniqueness of mild solutions to neutral stochastic delay functional integro-differential equations perturbed by a fractional Brownian motion B~H, with Hurst parameter H ∈ (1/2,1). We use the theory of resolvent operators developed by R. Grimmer to show the existence of mild solutions. An example is provided to illustrate the results of this work.