Stochastic Volterra equation driven by Wiener process and fractional Brownian motion

DOI10.1155/2013/579013zbMATH Open1308.60083OpenAlexW2098366470WikidataQ58917176 ScholiaQ58917176MaRDI QIDQ2015764FDOQ2015764

Authors: Zhi Wang, Litan Yan 

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

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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)

Cites Work

• The Malliavin Calculus and Related Topics
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• Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
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• Fractional Brownian motion: theory and applications
• Anticipating stochastic Volterra equations
• Stochastic differential equations with fractal noise

Cited In (6)

• Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
• Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
• Fractional stochastic Volterra equation perturbed by fractional Brownian motion
• Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\)
• Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\)
• Riemann-Liouville fractional stochastic evolution equations driven by both Wiener process and fractional Brownian motion

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