Ahmed Mahmoud Sayed Ibrahim
Abstract
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In this paper, we presents results on existence and uniqueness of mild solutions to stochastic differential equations with time delay driven by fractional Brownian motion (fBM) with Hurst index (1/2,1) in a Hilbert space with non-Lipschitzian coefficients.
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In this paper, we presents results on existence and uniqueness of mild solutions to stochastic differential equations with time delay driven by fractional Brownian motion (fBM) with Hurst index (1/2,1) in a Hilbert space with non-Lipschitzian coefficients.
Key concepts: Fractional Brownian motion, Uniqueness, Mathematics, Hurst exponent, Stochastic differential equation, Brownian motion, Geometric Brownian motion, Mathematical analysis