Fractional stochastic Volterra equation perturbed by fractional Brownian motion

DOI10.1016/j.amc.2015.01.046zbMath1338.45003MaRDI 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 motion; stochastic convolution; fractional stochastic Volterra equation

Mathematics Subject Classification ID

45D05: Volterra integral equations

60H20: Stochastic integral equations

34A08: Fractional ordinary differential equations

45R05: Random integral equations

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic Green's theorem for fractional Brownian sheet and its application
• The high-order SPDEs driven by multi-parameter fractional noises
• The stochastic wave equation with fractional noise: a random field approach
• Stochastic generalized Burgers equations driven by fractional noises
• On a stochastic heat equation with first order fractional noises and applications to finance
• Stochastic heat equation driven by fractional noise and local time
• Stochastic Burgers' equation driven by fractional Brownian motion
• Stochastic partial differential equations. A modeling, white noise functional approach
• A parabolic stochastic differential equation with fractional Brownian motion input
• Stochastic evolution equations with fractional Brownian motion
• Stochastic beam equations under random dynamic loads
• Stochastic nonlinear beam equations
• Stochastic PDE for nonlinear vibration of elastic panels
• Stochastic heat equation with multiplicative fractional-colored noise
• Time regularity for stochastic Volterra equations by the dilation theorem
• Stochastic fractional Anderson models with fractional noises
• Recent developments on stochastic heat equation with additive fractional-colored noise
• The 1-d stochastic wave equation driven by a fractional Brownian sheet
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• Stochastic calculus for fractional Brownian motion and related processes.
• Fractional white noise perturbations of parabolic Volterra equations
• STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
• Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
• On the prediction of fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Stochastic Calculus for Fractional Brownian Motion and Applications
• STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
• Heat equations with fractional white noise potentials
• Stochastic Equations in Infinite Dimensions