Open Mathematics (Oct 2020)

Results on nonlocal stochastic integro-differential equations driven by a fractional Brownian motion

  • Issaka Louk-Man,
  • Diop Mamadou Abdoul,
  • Hmoyed Hasna

DOI
https://doi.org/10.1515/math-2020-0063
Journal volume & issue
Vol. 18, no. 1
pp. 1097 – 1112

Abstract

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This paper deals with the existence of mild solutions for a class of non-local stochastic integro-differential equations driven by a fractional Brownian motion with Hurst parameter H∈12,1H\in \left(\tfrac{1}{2},1\right). Discussions are based on resolvent operators in the sense of Grimmer, stochastic analysis theory and fixed-point criteria. As a final point, an example is given to illustrate the effectiveness of the obtained theory.

Keywords