Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients  

作　　者：LI Zhi LUO Jiaowan 

机构地区：[1]School of Information and Mathematics, Yangtze University, Jingzhou 434023, China. [2]School of Mathematics and Information Sciences, Guangzhou University, Guangzhou 510006, China.

出　　处：《Journal of Partial Differential Equations》2014年第1期50-63,共14页偏微分方程（英文版）

摘　　要：Under a non-Lipschitz condition being considered as a generalized case of Lipschitz condition, the existence and uniqueness of mild solutions to neutral stochas- tic functional differential equations driven by fractional Brownian motion with Hurst parameter 1/2 〈 H 〈 1 are investigated. Some known results are generalized and im- proved.

关 键 词：Neutral functional partial differential equation mild solution Wiener integral frac-tional Brownian motion. 

分 类 号：O211.63[理学—概率论与数理统计] O175.2[理学—数学]