Academic Editor: Youssef EL FOUTAYENI
Received |
Accepted |
Published |
25 October 2019 |
09 November 2019 |
10 March 2020 |
Abstract: Hermite processes are self-similar processes with stationary increments, the Hermite process of order 1 is fractional Brownian motion and the Hermite process of order 2 is the Rosenblatt process. In this talk we consider a class of neutral stochastic integro-differential equations with variable delays driven by Rosenblatt process with index H which is a special case of a self-similar process with long-range dependence. More precisely, we establish some conditions ensuring existence and uniqueness of mild solution by using the theory of resolvent operators. Finally, an illustrative example is provided to demonstrate the effectiveness of the theoretical result.
