Bingjun Wang, Hongjun Gao
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
| Hongjun Gao |
Institute of Stochastic and Data Analysis
School of Mathematical Science
Nanjing Normal University, Nanjing 210046, China
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