Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-11-17
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
For a mixed stochastic Volterra equation driven by Wiener process and fractional Brownian motion with Hurst parameter H>1/2, we prove an existence and uniqueness result for this equation under suitable assumptions.
American Psychological Association (APA)
Wang, Zhi& Yan, Litan. 2013. Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-482273
Modern Language Association (MLA)
Wang, Zhi& Yan, Litan. Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion. Abstract and Applied Analysis No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-482273
American Medical Association (AMA)
Wang, Zhi& Yan, Litan. Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-482273
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-482273