TIME-DEPENDENT NEUTRAL STOCHASTIC DELAY PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY ROSENBLATT PROCESS IN HILBERT SPACE

Yıl 2018, Cilt: 1 Sayı: 2, 88 - 103, 31.07.2018

El Hassan Lakhel Abdelmonaim Tlidi

Öz

In this paper, we investigate a class of time-dependent neutral stochastic functional dierential equations with nite delay driven by Rosenblatt process in a real separable Hilbert space. We prove the existence of unique mild solution by the well-known Banach xed point principle. At the end we provide a practical example in order to illustrate the viability of our result.

Anahtar Kelimeler

Neutral stochastic evolution equations, Evolution operator, Rosenblatt process, Wiener integral, Banach fixed point theorem

Kaynakça

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