Linear multifractional stochastic Volterra integro-differential equations
type: Item
instance of: scholarly article
title: Linear multifractional stochastic Volterra integro-differential equations
zbMATH Open document ID: 1339.45006
author: Nguyen Tien Dung
published in: Taiwanese Journal of Mathematics
publication date: 2013-04-25T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.twjm/1499705891
full work available at URL: http://journal.taiwanmathsoc.org.tw/index.php/TJM/article/view/1728
Mathematics Subject Classification ID: 45J05
Mathematics Subject Classification ID: 45D05
Mathematics Subject Classification ID: 45R05
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 45A05
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 6157606
zbMATH Keywords: Volterra integro-differential equations
zbMATH Keywords: variation of parameters formula
zbMATH Keywords: multifractional Brownian motion
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Stratonovich stochastic integral
MaRDI profile type: Publication
OpenAlex ID: W4246097703
DOI: 10.11650/TJM.17.2013.2899
description: scientific article; zbMATH DE number 6157606