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

作     者：ZHAN Wentao LI Zhi 

作者机构：School of Information and MathematicsYangtze UniversityJingzhou 434023China. 

出 版 物：《Journal of Partial Differential Equations》 (偏微分方程（英文版）)

年 卷 期：2019年第32卷第2期

页      面：144-155页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Fractional Sobolev-type stochastic differential equations fractional Brownian motion mild solution 

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 HG(l/2,l)in Hilbert *** obtain the required result by using semigroup theory,stochastic analysis principle,fractional calculus and Picard iteration techniques with some non-Lipschitz conditions.