Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays

In this paper we investigate the existence, uniqueness and asymptotic behaviors of mild solutions to neutral stochastic differential equations with delays and nonlinear impulsive effects, driven by fractional Brownian motion with the Hurst index H > ½ in a Hilbert space. The cases of finite and infinite delays are discussed separately.