Volterra equations with fractional stochastic integrals (Q2387472)
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English | Volterra equations with fractional stochastic integrals |
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Volterra equations with fractional stochastic integrals (English)
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5 September 2005
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Volterra equations with fractional stochastic integrals are considered, where the integrands of the Lebesgue integral and the Ito integral are multiplied by a kernel with a fractional parameter \({\beta}\), respectively. Since the integrands are no more adaptive, the Skorohod integral is used as a tool. Lipschitz-like and local Lipschitz-like conditions are posed on the coefficients to obtain the existence and uniqueness of an adapted solution.
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Volterra equation
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fractional stochastic integral
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Skorokhod integral
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existence
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uniqueness
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