Impulsive neutral functional differential equations driven by a fractional Brownian motion with unbounded delay

In this paper, we prove the local and global existence and attractivity of mild solutions for stochastic impulsive neutral functional differential equations with infinite delay, driven by fractional Brownian motion.Fondo Europeo de Desarrollo RegionalMinisterio de Economía y CompetitividadJunta de Andalucí

Almost periodic mild solutions for stochastic delay functional. differential equations driven by a fractional Brownian motion

In this paper we investigate the existence and stability of quadratic-mean almost periodic mild solutions to stochastic delay functional differential equations driven by fractional Brownian motion with Hurst parameter H > 1/2 , under some suitable assumptions, by means of semigroup of operators and fixed point method

Mixed stochastic delay differential equations

We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient conditions for finiteness of its moments and establish a limit theorem