Stochastic Volterra equation driven by Wiener process and fractional Brownian motion

DOI10.1155/2013/579013zbMath1308.60083OpenAlexW2098366470WikidataQ58917176 ScholiaQ58917176MaRDI QIDQ2015764

Litan Yan, Zhi Wang

Publication date: 23 June 2014

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/579013

zbMATH Keywords

Wiener processfractional Brownian motionmixed stochastic Volterra equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (2)

Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations ⋮ Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3

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