Functional differential equations driven by a fractional Brownian motion
In this paper, we prove a global existence and uniqueness result for the solution of a stochastic functional differential equation driven by a fractional Brownian motion with Hurst parameter H>1/2 H > 1 / 2 . We also study the dependence of the solution on the initial condition.
fractional brownian motion stochastic functional differential equation fractional integrals and derivatives