Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2019, Vol. 36 ›› Issue (3): 309-321.doi: 10.3969/j.issn.1005-3085.2019.03.007

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Stochastic Evolution Equations Driven by Rosenblatt Process in a Hilbert Space with Finite Delay

SANG Li-heng1,   LV Wen-hua1,   TANG Zheng2   

  1. 1- School of Mathematics and Finance, Chuzhou University, Chuzhou, Anhui 239000
    2- School of Mathematics and Statistics, Anhui Normal University, Wuhu, Anhui 241000
  • Received:2017-04-26 Accepted:2018-01-15 Online:2019-06-15 Published:2019-08-15
  • Supported by:
    The National Natural Science Foundation of China (11271020); the Natural Science Foundation of Anhui Province (1508085QA14); the Distinguished Young Scholars Foundation of Anhui Province (1608085J06); the Natural Science Foundation of Universities in Anhui Province (KJ2016A527; KJ2017A426; KJ2018A0429); the Natural Science Foundation of Chuzhou University (2016QD13).

Abstract: As an important self-similar stochastic process, Rosenblatt process is often used to describe non-Gaussian random phenomena. In order to further characterize stochastic phenomena driven by Rosenblatt process, we study the mild solution for a class of time-dependent stochastic evolution equations with finite delay driven by Rosenblatt process in this paper. An existence and uniqueness theorem for the mild solution to this class of stochastic evolution equations is obtained by means of the Banach fixed point theorem in a real separable Hilbert space with time-dependent, and an example is proposed to illustrate the result.

Key words: stochastic evolution equation, evolution operator, Rosenblatt process, fixed point theorem, mild solution

CLC Number: