ABSTRACT STOCHASTIC INTEGRODIFFERENTIAL DELAY EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

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http://hdl.handle.net/11603/4376

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Date

2015

Type of Work

journal articles
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Department

Mathematics

Program

Center for Data, Mathematical, and Computational Sciences

Citation of Original Publication

M. McKibben, M.Webster, “Abstract Stochastic Integrodifferential Delay Equations Driven by Fractional Brownian Motion,” Far East Journal of Mathematical Sciences 96 (6) 2015, 757-800.

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Abstract

We investigate a class of abstract delay stochastic integrodifferential delay equations driven by a fractional Brownian motion (fBm) dependent upon a family of probability measures in a separable Hilbert space. We establish the existence and uniqueness of a mild solution and various convergence and approximation results. Finally, the analysis of two examples with numerical experiments is presented to provide numerical evidence of weak convergence.