Abstract

Fractional Brownian motion has been widely used to model a number of phenomena in diverse fields of science and engineering. In this article, we investigate the existence, uniqueness and stability of mild solutions for a class of second-order nonautonomous neutral stochastic evolution equations with infinite delay driven by fractional Brownian motion (fBm) with Hurst parameter H ∈ (1/2, 1) in Hilbert spaces. More precisely, using semigroup theory and successive approximation approach, we establish a set of sufficient conditions for obtaining the required result under the assumption that coefficients satisfy non-Lipschitz condition with Lipschitz condition being considered as a special case. Further, the result is deduced to study the second-order autonomous neutral stochastic equations with fBm. The results generalize and improve some known results. Finally, as an application, stochastic wave equation with infinite delay driven by fractional Brownian motion is provided to illustrate the obtained theory.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.