Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion

Joint Authors

Wang, Zhi
Yan, Litan

Source

Abstract and Applied Analysis

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

Mathematics

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