2015/87/1-2 (16) — DOI: 10.5486/PMD.2015.7227 — pp. 235-253
Full Text Abstract

Neutral stochastic differential equations driven by Brownian motion and fractional Brownian motion in a Hilbert space

Authors: Weiguo Liu and Jiaowan Luo

Keywords: Brownian motion, fractional Brownian motion, neutral stochastic differential equation, stability

Mathematics Subject Classification: 35B35, 47D03, 60H15, 35R60