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Doubly Perturbed Neutral Stochastic Functional Equations Driven by Fractional Brownian Motion |
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| Authors: | Zhi Li & Liping Xu |
| Abstract: | In this paper, we study a class of doubly perturbed neutral stochastic functional equations driven by fractional Brownian motion. Under some non-Lipschitz conditions, we will prove the existence and uniqueness of the solution to these equations by providing a semimartingale approximation of a fractional stochastic integration. |
| Keywords: | Fractional Brownian motion doubly perturbed neutral functional equations non-Lipschitz condition |
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