Linear multifractional stochastic Volterra integro-differential equations (Q1949040)
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scientific article; zbMATH DE number 6157606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear multifractional stochastic Volterra integro-differential equations |
scientific article; zbMATH DE number 6157606 |
Statements
Linear multifractional stochastic Volterra integro-differential equations (English)
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25 April 2013
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Volterra integro-differential equations
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variation of parameters formula
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multifractional Brownian motion
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Malliavin calculus
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Stratonovich stochastic integral
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