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2013 Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion
Zhi Wang, Litan Yan
Abstr. Appl. Anal. 2013(SI34): 1-8 (2013). DOI: 10.1155/2013/579013

Abstract

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.

Citation

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Zhi Wang. Litan Yan. "Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion." Abstr. Appl. Anal. 2013 (SI34) 1 - 8, 2013. https://doi.org/10.1155/2013/579013

Information

Published: 2013
First available in Project Euclid: 26 February 2014

zbMATH: 1308.60083
MathSciNet: MR3129356
Digital Object Identifier: 10.1155/2013/579013

Rights: Copyright © 2013 Hindawi

Vol.2013 • No. SI34 • 2013
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