Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays

• El Hassan, Lakhel ^[1]
  1. [1] Cadi Ayyad University

     Cadi Ayyad University

     Marrakech-Medina, Marruecos

     
• Localización: Proyecciones: Journal of Mathematics, ISSN 0716-0917, ISSN-e 0717-6279, Vol. 38, Nº. 4, 2019, págs. 665-689
• Idioma: inglés
• DOI: 10.22199/issn.0717-6279-2019-04-0043
• Enlaces
  • Texto completo
• Resumen

  • Hermite processes are self-similar processes with stationary increments, the Hermite process of order 1 is fractional Brownian motion and the Hermite process of order 2 is the Rosenblatt process. In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by Rosenblatt process with index H ∈ ( 1/2 , 1) which is a special case of a self-similar process with long-range dependence. More precisely, we prove the existence and uniqueness of mild solutions by using stochastic analysis and a fixed-point strategy. Finally, an illustrative example is provided to demonstrate the effectiveness of the theoretical result.

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