Bingjun Wang, Hongjun Gao
Abstract:
In this article, we define the Hilbert-valued stochastic calculus with respect to
G-Brownian motion in G-framework. On that basis, we prove the existence and
uniqueness of mild solution for a class of neutral stochastic partial functional
integro-differential equations driven by G-Brownian motion with non-Lipschitz
coefficients. Our results are established by means of the Picard approximation.
Moreover, we establish the stability of mild solution. An example is given to
illustrate the theory.
Submitted December 14, 2018. Published November 15, 2019.
Math Subject Classifications: 60H15, 60H20, 34K50, 93E03.
Key Words: Neutral equation; G-Brownian motion; mild solution; stability.
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| Bingjun Wang Nanjing Normal University Nanjing 210046, China email: wbj586@126.com |
| Hongjun Gao Institute of Stochastic and Data Analysis School of Mathematical Science Nanjing Normal University, Nanjing 210046, China email: gaohj@hotmail.com |
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