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On semilinear stochastic fractional differential equations of Volterra type

โœ Scribed by Anh, V. V.; Leonenko, N. N.; McVinish, R.


Book ID
120106295
Publisher
Walter de Gruyter GmbH & Co. KG
Year
2003
Tongue
English
Weight
213 KB
Volume
11
Category
Article
ISSN
0926-6364

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## a b s t r a c t We consider the Cauchy problem for an abstract stochastic delay differential equation driven by fractional Brownian motion with the Hurst parameter H > 1 2 . We prove the existence and uniqueness for this problem, when the coefficients have enough regularity, the diffusion coeffi