Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays

Resumen

Hermite processes are self-similar processes with stationary increments, the Hermite process of order 1 is fractional Brownian motion and the Hermite process of order 2 is the Rosenblatt process. In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by Rosenblatt process with index H ∈ ( 1/2 , 1) which is a special case of a self-similar process with long-range dependence. More precisely, we prove the existence and uniqueness of mild solutions by using stochastic analysis and a fixed-point strategy. Finally, an illustrative example is provided to demonstrate the effectiveness of the theoretical result.

Biografía del autor/a

Lakhel El Hassan, Cadi Ayyad University.
School of Applied Sciences.

Citas

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Publicado
2019-10-14
Cómo citar
[1]
L. El Hassan, «Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays», Proyecciones (Antofagasta, En línea), vol. 38, n.º 4, pp. 665-689, oct. 2019.
Sección
Artículos