Linear multifractional stochastic Volterra integro-differential equations (Q1949040)

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scientific article; zbMATH DE number 6157606
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Linear multifractional stochastic Volterra integro-differential equations
scientific article; zbMATH DE number 6157606

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    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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