Successive Approximation of Neutral Functional Stochastic Differential Equations in Hilbert Spaces
[Approximations successives pour les équations fonctionelles stochastiques de type neutre dans un espace de Hilbert.]
Boufoussi, Brahim ; Hajji, Salah
Annales mathématiques Blaise Pascal, Tome 17 (2010), p. 183-197 / Harvested from Numdam
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En utilisant la méthode des approximations successives, nous allons montrer un résultat d’existence et d’unicité, sous des conditions non Lipschitziennes, pour une classe d’équations fonctionelles stochastiques de type neutre dans un espace de Hilbert.

By using successive approximation, we prove existence and uniqueness result for a class of neutral functional stochastic differential equations in Hilbert spaces with non-Lipschitzian coefficients

Publié le : 2010-01-01
DOI : https://doi.org/10.5802/ambp.282
Classification:  60H20,  34F05,  34G20
Mots clés: Semigroupe des operteurs lineaires bornés, Puissance fractionnaire d’un opérateur borné, Approximation succéssive, Processus de Wiener. 
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     author = {Boufoussi, Brahim and Hajji, Salah},
     title = {Successive Approximation of Neutral Functional Stochastic Differential Equations in Hilbert Spaces},
     journal = {Annales math\'ematiques Blaise Pascal},
     volume = {17},
     year = {2010},
     pages = {183-197},
     doi = {10.5802/ambp.282},
     zbl = {1197.34162},
     mrnumber = {2674658},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AMBP_2010__17_1_183_0}
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Boufoussi, Brahim; Hajji, Salah. Successive Approximation of Neutral Functional Stochastic Differential Equations in Hilbert Spaces. Annales mathématiques Blaise Pascal, Tome 17 (2010) pp. 183-197. doi : 10.5802/ambp.282. http://gdmltest.u-ga.fr/item/AMBP_2010__17_1_183_0/

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