Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
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References listed on IDEAS
- Nualart, David & Saussereau, Bruno, 2009. "Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 119(2), pages 391-409, February.
- Nualart, David & Ouknine, Youssef, 2002. "Regularization of differential equations by fractional noise," Stochastic Processes and their Applications, Elsevier, vol. 102(1), pages 103-116, November.
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- repec:eee:apmaco:v:305:y:2017:i:c:p:299-307 is not listed on IDEAS
- Nguyen Tien, Dung, 2013. "The existence of a positive solution for a generalized delay logistic equation with multifractional noise," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1240-1246.
- repec:eee:stapro:v:129:y:2017:i:c:p:222-229 is not listed on IDEAS
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KeywordsMild solution; Semigroup of bounded linear operator; Fractional powers of closed operators; Fractional Brownian motion; Wiener integral;
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