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

被引:6
|
作者
Xu, Liping [1 ]
Luo, Jiaowan [2 ]
机构
[1] Yangtze Univ, Sch Informat & Math, Jingzhou 434023, Hubei, Peoples R China
[2] Guangzhou Univ, Sch Math & Informat Sci, Guangzhou 510006, Guangdong, Peoples R China
基金
中国国家自然科学基金;
关键词
Fractional Brownian motion; Viability; Tangency property; THEOREM;
D O I
10.1016/j.amc.2018.08.016
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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. (c) 2018 Elsevier Inc. All rights reserved.
引用
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页码:93 / 110
页数:18
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