Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays
Abstract 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...
| Autor: | |
|---|---|
| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2019 |
| País: | Chile |
| Institución: | CONICYT Chile |
| Repositorio: | SciELO Chile |
| OAI Identifier: | oai:scielo:S0716-09172019000400665 |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172019000400665 |
| Access Level: | acceso abierto |
| Palabra clave: | Neutral stochastic evolution equations Evolution operator Rosenblatt process Wiener integral Banach fixed point theorem. |
| Sumario: | Abstract 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. |
|---|