Fractional stochastic Volterra equation perturbed by fractional Brownian motion

DOI10.1016/j.amc.2015.01.046zbMath1338.45003OpenAlexW2062035003MaRDI QIDQ299580

Yinghan Zhang, Xiao-Yuan Yang

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

zbMATH Keywords

fractional Brownian motionstochastic convolutionfractional stochastic Volterra equation

Mathematics Subject Classification ID

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

Related Items (1)

Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations

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