Fractional stochastic Volterra equation perturbed by fractional Brownian motion

DOI10.1016/J.AMC.2015.01.046zbMATH Open1338.45003OpenAlexW2062035003MaRDI QIDQ299580FDOQ299580

Xiaoyuan Yang, Yinghan Zhang

Publication date: 22 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.01.046

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zbMATH Keywords

fractional Brownian motionstochastic convolutionfractional stochastic Volterra equation

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08) Volterra integral equations (45D05) Random integral equations (45R05) Stochastic integral equations (60H20)

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Cited In (4)

• Title not available (Why is that?)
• Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
• Title not available (Why is that?)
• Volterra equations with fractional stochastic integrals

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