Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion

Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion

For a mixed stochastic Volterra equation driven by Wiener process and fractional Brownian motion with Hurst parameter H>1/2, we prove an existence and uniqueness result for this equation under suitable assumptions.

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Veröffentlicht in:Abstract and Applied Analysis 2013-01, Vol.2013 (2013), p.243-250-724
Hauptverfasser: Wang, Zhi, Yan, Litan
Format: Artikel
Sprache:eng
Schlagworte:
Brownian motion
Integral equations
Mathematical analysis
Mathematical research
Stochastic differential equations
Stochasticity
Uniqueness
Volterra equations
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Beschreibung
Zusammenfassung:For a mixed stochastic Volterra equation driven by Wiener process and fractional Brownian motion with Hurst parameter H>1/2, we prove an existence and uniqueness result for this equation under suitable assumptions.
ISSN:1085-3375
1687-0409
DOI:10.1155/2013/579013