scientific article; zbMATH DE number 5596769

MaRDI QIDQ3393148zbMATH OpenFDO

Authors

Publication date 19 August 2009

Full work available at URL http://www.m-hikari.com/ijma/ijma-password-2008/ijma-password5-8-2008/index.html

zbMATH Keywords

Black-Scholesfractional integralItô-SkorohodMalliavin derivativestochastic integral equations

Mathematics Subject Classification ID

Random measures (60G57) Stochastic integrals (60H05)

Cited in

(11)

• On some fractional stochastic integrodifferential equations in Hilbert space
• Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
• Montroll-Weiss problem, fractional equations, and stable distributions
• On some fractional differential inclusions with random parameters
• Nonlinear Hilfer fractional integro-partial differential system
• Limiting behavior of fractional stochastic integro-differential equations on unbounded domains
• Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
• Volterra equations with fractional stochastic integrals
• scientific article; zbMATH DE number 2098764 (Why is no real title available?)
• On the fractional stochastic integration for random non-smooth integrands
• On mixed fractional stochastic differential equations with discontinuous drift coefficient

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