Neutral stochastic partial functional integro-differential equations driven by G-Brownian motion

oleh: Bingjun Wang, Hongjun Gao

Format: Article
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.