Successive Approximation of Neutral Functional Stochastic Differential Equations in Hilbert Spaces
Annales mathématiques Blaise Pascal, Volume 17 (2010) no. 1, pp. 183-197.

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

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.

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.
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, Volume 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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