Neutral stochastic partial functional integro-differential equations driven by G-Brownian motion
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Date
2019-11-15
Authors
Wang, Bingjun
Gao, Hongjun
Journal Title
Journal ISSN
Volume Title
Publisher
Texas State University, Department of Mathematics
Abstract
In this article, we define the Hilbert-valued stochastic calculus with respect to G-Brownian motion in G-framework. On that basis, we prove the existence and uniqueness of mild solution for a class of neutral stochastic partial functional integro-differential equations driven by G-Brownian motion with non-Lipschitz coefficients. Our results are established by means of the Picard approximation. Moreover, we establish the stability of mild solution. An example is given to illustrate the theory.
Description
Keywords
Neutral equation, G-Brownian motion, Mild solution, Stability
Citation
Wang, B., & Gao, H. (2019). Neutral stochastic partial functional integro-differential equations driven by G-Brownian motion. <i>Electronic Journal of Differential Equations, 2019</i>(119), pp. 1-15.
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Attribution 4.0 International
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This work is licensed under a Creative Commons Attribution 4.0 International License.