| dc.creator | El Hassan, Lakhel | |
| dc.date | 2019-10-14 | |
| dc.identifier | https://www.revistaproyecciones.cl/article/view/3789 | |
| dc.identifier | 10.22199/issn.0717-6279-2019-04-0043 | |
| dc.description | Hermite processes are self-similar processes with stationary increments, the Hermite process of order 1 is fractional Brownian motion and the Hermite process of order 2 is the Rosenblatt process. In this paper we consider a class of time-dependent neutral stochastic functional differential equations with finite delay driven by Rosenblatt process with index H ∈ ( 1/2 , 1) which is a special case of a self-similar process with long-range dependence. More precisely, we prove the existence and uniqueness of mild solutions by using stochastic analysis and a fixed-point strategy. Finally, an illustrative example is provided to demonstrate the effectiveness of the theoretical result. | en-US |
| dc.format | application/pdf | |
| dc.language | eng | |
| dc.publisher | Universidad Católica del Norte. | en-US |
| dc.relation | https://www.revistaproyecciones.cl/article/view/3789/3243 | |
| dc.rights | Copyright (c) 2019 Lakhel El Hassan | en-US |
| dc.rights | https://creativecommons.org/licenses/by/4.0 | en-US |
| dc.source | Proyecciones (Antofagasta, On line); Vol 38 No 4 (2019); 665-689 | en-US |
| dc.source | Proyecciones. Revista de Matemática; Vol. 38 Núm. 4 (2019); 665-689 | es-ES |
| dc.source | 0717-6279 | |
| dc.subject | Neutral stochastic evolution equations | en-US |
| dc.subject | Evolution operator | en-US |
| dc.subject | Rosenblatt process | en-US |
| dc.subject | Wiener integral | en-US |
| dc.subject | Banach fixed point theorem | en-US |
| dc.subject | 60H15 | en-US |
| dc.subject | Stochastic partial differential equations | en-US |
| dc.subject | 60G15 | en-US |
| dc.subject | Gaussian processes | en-US |
| dc.subject | 60H20 | en-US |
| dc.subject | Stochastic integral equations | en-US |
| dc.title | Neutral stochastic functional differential evolution equations driven by Rosenblatt process with varying-time delays | en-US |
| dc.type | info:eu-repo/semantics/article | |
| dc.type | info:eu-repo/semantics/publishedVersion | |
| dc.type | Peer-reviewed Article | en-US |
| dc.type | text | en-US |
| dc.type | texto | es-ES |
