Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

• 来源期刊: 偏微分方程（英文版）
• 学科: 数学
• 关键词: Fractional Sobolev-type stochastic differential equations fractional Brownian motion mild solution
• 年，卷（期）: 2019,（2）
• 页码范围: 144-155
• 页数: 12页
• 分类号: O211.63
• 语种: 英文
• DOI: 10.4208/jpde.v32.n2.4

摘要

In this paper,we are concerned with the existence and uniqueness of mild solution for a class of nonlinear fractional Sobolev-type stochastic differential equations driven by fractional Brownian motion with Hurst parameter H∈ (1/2,1) in Hilbert space.We obtain the required result by using semigroup theory,stochastic analysis principle,fractional calculus and Picard iteration techniques with some non-Lipschitz conditions.