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Some remarks on a linear stochastic differential equation

✍ Scribed by David Nualart

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
181 KB
Volume
5
Category
Article
ISSN
0167-7152

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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