@Article{JPDE-32-144, author = {Zhan , Wentao and Li , Zhi}, title = {Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients}, journal = {Journal of Partial Differential Equations}, year = {2019}, volume = {32}, number = {2}, pages = {144--155}, abstract = {
In this paper, we are concerned with the existence and uniqueness of mild solution for a class of nonlinear fractional Sobolev-type stochastic differential equations driven by fractional Brownian motion with Hurst parameter H∈(1/2,1) in Hilbert space. We obtain the required result by using semigroup theory, stochastic analysis principle, fractional calculus and Picard iteration techniques with some non-Lipschitz conditions.
}, issn = {2079-732X}, doi = {https://doi.org/10.4208/jpde.v32.n2.4}, url = {http://global-sci.org/intro/article_detail/jpde/13239.html} }