On some fractional stochastic delay diff
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Mahmoud M. El-Borai; Khairia El-Said El-Nadi; Hoda A. Fouad
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Article
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2010
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Elsevier Science
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English
β 427 KB
## 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