Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay.pdfVIP

Front．Math．China2015，10(2)：351—365 DOI10．1007／s11464—015—0392一Z Non-denselydefinedimpulsiveneutral stochasticfunctionaldifferentialequations adrrlivveenbDVvfBmm inHilbertspacewith linnfliinnitedee]lav3 YongREN1 TingtingHOU ， R．SAKTHIVEL2 ， 1 DepartmentofMathematics，AnhuiNormalUniversity，W uhu241000，China 2 DepartmentofMathematics，SungkyunkwanUniversity，Suwon440—746，Korea ⑥ HigherEducationPressandSpringer—VerlagBerlinHeidelberg2015 Abstract W estudyaclassofnon—denselydefinedimpulsiveneutralstochastic functionaldifferentialequationsdrivenbyanindependentcylindricalfractional Brownianmotion (fBm)withHurstparameterH ∈f1／2，1)intheHilbert space．W _eprovetheexistenceanduniquenessoftheintegralsolutionforthis kindofequationswiththecoemcientssatislyingsomenon—Lipschitzconditions． Theresultsareobtainedbyusingthemethodofsuccessiveapproximation． Keywords Stochastic functionaldifferentialequation，non—densely defined operator，cylindricalfractionalBrownianmotion(fBm)，impulsiveeffect MSC 60H10，60H20 1 Introduction Inthispaper，weaim tostudytheexistenceand uniquenessoftheintegral solution for the non—densely defined impulsive neutralstochastic functional differentialequationsdrivenbyacylindricalfractionalBrownianmotion(fBm) withHurstparameterH ∈(1／2，1)withinfinitedelayoftheofrm fdF(t，Xt)=A(t)F(t，xt)dt+f(t，xt)dt+ ()dB ()，t∈[0，]， {Ax(tk)= (())， k=1，2…．，m，(1) 【(t)= (t)∈D ((一。。，0]，)， t∈(一。。，0]， where ()·takesvalueinarealseparableHilbertspaceUwithinnerproduct (·，)·andnorm ll·Il，andA：D(A) U__+Uisafamilyofclosedoperators ReceivedJune27，2013；acceptedM ay29，2014 Correspondingauthor：R．SAKTHIVEL，E—mail：krsakthivel@yahoo．com 352 YongREN etal definedonacommondomainD(A)whichisnon—denseinthespace For t≥0，thedelayfunctionxt：(一∞，0] wehavext(e)=x(t+ )，which isvaluedinthephasespaceD．Here，D