Stochastic Volterra equation driven by Wiener process and fractional Brownian motion

DOI10.1155/2013/579013MaRDI QIDQ2015764zbMATH OpenOpenAlexWikidataFDO

Authors Zhi Wang, Litan Yan

Publication date 23 June 2014

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/579013

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)

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Cites work

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• scientific article; zbMATH DE number 3707527 (Why is no real title available?)
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• Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
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• The Malliavin Calculus and Related Topics
• The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
• Volterra equations driven by semimartingales

Cited in

(7)

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

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