Annales Mathématiques
Blaise Pascal
no. 1
Successive Approximation of Neutral Functional Stochastic Differential Equations in Hilbert Spaces
[Approximations successives pour les équations fonctionelles stochastiques de type neutre dans un espace de Hilbert.]
Brahim Boufoussi1 ; Salah Hajji1
1 Department of Mathematics Cadi Ayyad University Semlalia Faculty of Sciences 2390 Marrakesh Morocco
Annales mathématiques Blaise Pascal, Tome 17 (2010) no. 1, pp. 183-197.

En utilisant la méthode des approximations successives, nous allons montrer un résultat d’existence et d’unicité, sous des conditions non Lipschitziennes, pour une classe d’équations fonctionelles stochastiques de type neutre dans un espace de Hilbert.

By using successive approximation, we prove existence and uniqueness result for a class of neutral functional stochastic differential equations in Hilbert spaces with non-Lipschitzian coefficients

DOI : 10.5802/ambp.282
Classification : 60H20, 34F05, 34G20
Keywords: Semigroup of bounded linear operator, Fractional powers of closed operators, Successive approximation, Mild solution, Cylindrical $Q$-Wiener process.
Mot clés : Semigroupe des operteurs lineaires bornés, Puissance fractionnaire d’un opérateur borné, Approximation succéssive, Processus de Wiener.

Brahim Boufoussi 1 ; Salah Hajji 1

1 Department of Mathematics Cadi Ayyad University Semlalia Faculty of Sciences 2390 Marrakesh Morocco 
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Brahim Boufoussi; Salah Hajji. Successive Approximation of Neutral Functional Stochastic Differential Equations in Hilbert Spaces. Annales mathématiques Blaise Pascal, Tome 17 (2010) no. 1, pp. 183-197. doi : 10.5802/ambp.282. https://ambp.centre-mersenne.org/articles/10.5802/ambp.282/

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