On semilinear stochastic fractional differential equations of Volterra type

DOI10.1515/156939703322386896zbMATH Open1051.60064OpenAlexW1963723405MaRDI QIDQ4828186FDOQ4828186

Ross S. McVinish, Vo V. Anh, Nikolai N. Leonenko

Publication date: 24 November 2004

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/22505/1/on_semilinear_stochastic_fractional_differential_equations_of_volterra_type.pdf

zbMATH Keywords

approximationfractional derivativerepresentation theoremexistence and uniqueness of solution

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integral equations (60H20)

Cites Work

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• Fractals and fractional calculus in continuum mechanics
• Approximation of some processes
• Generalized gamma convolutions and related classes of distributions and densities
• Dynamic models of long-memory processes driven by Lévy noise
• Regularity properties of some stochastic Volterra integrals with singular kernel
• Harmonic analysis in the complex domain and applications in the theory of analytic and infinitely differentiable functions
• Stochastic integral equations without probability
• Continuous-time fractional ARMA processes
• On a class of random field models which allows long range dependence

Cited In (1)

• Volterra equations with fractional stochastic integrals

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