Existence and uniqueness for solutions of mixed stochastic delay differential equations

Author:

Liu Weiguo,Yu Qianyi,Zhang Xinwen

Funder

Department of Education of Guangdong Province

Guangdong University of Finance & Economics, Big data and Educational Statistics Application Laboratory

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Mathematics (miscellaneous),Theoretical Computer Science

Reference22 articles.

1. Besalú, M., Rovira, C.: Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion. Bernoulli 18, 24–45 (2012)

2. Cheridito, P.: Mixed fractional Brownian motion. Bernoulli 7(6), 913–934 (2001)

3. Doss, H.: Liens entre équations différentielles stochastiques et ordinaires. Ann. Inst. Henri Poincaré, XIII(2), 99–125 (1977)

4. Ferrante, M., Rovira, C.: Convergence of delay differential equations driven by fractional Brownian moition. J. Evol. Equ. 10, 761–783 (2010)

5. Guendouzi, T., Idrissi, S.: Global uniqueness result for functional differential equations driven by a Wiener process and fractional Brownian motion. Int. J. Anal. Appl. 4(2), 107–121 (2014)

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