Volterra equations with fractional stochastic integrals
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Publication:2387472
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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