Linear multifractional stochastic Volterra integro-differential equations

DOI10.11650/tjm.17.2013.2899zbMath1339.45006OpenAlexW4246097703MaRDI QIDQ1949040

Nguyen Tien Dung

Publication date: 25 April 2013

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.twjm/1499705891

zbMATH Keywords

Malliavin calculusVolterra integro-differential equationsmultifractional Brownian motionStratonovich stochastic integralvariation of parameters formula

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Volterra integral equations (45D05) Stochastic integral equations (60H20) Linear integral equations (45A05) Random integral equations (45R05)

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