On a class of measure-dependent stochastic evolution equations driven by fbm (Q2478416)

Summary: We investigate a class of abstract stochastic evolution equations driven by a fractional Brownian motion (fBm) dependent upon a family of probability measures in a real separable Hilbert space. We establish the existence and uniqueness of a mild solution, a continuous dependence estimate, and various convergence and approximation results. Finally, the analysis of three examples is provided to illustrate the applicability of the general theory.