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Neutral stochastic partial functional integro-differential equations driven by G-Brownian motion
oleh: Bingjun Wang, Hongjun Gao
Format: | Article |
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Diterbitkan: | Texas State University 2019-11-01 |
Deskripsi
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.