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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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/579013 |
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| _version_ | 1832567500494077952 |
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| author | Zhi Wang Litan Yan |
| author_facet | Zhi Wang Litan Yan |
| author_sort | Zhi Wang |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-2b0ce4b714614aa2882dbfc7d90d3907 |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-2b0ce4b714614aa2882dbfc7d90d39072025-02-03T01:01:12ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/579013579013Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian MotionZhi Wang0Litan Yan1Department of Mathematics, College of Science, Donghua University, 2999 North Renmin Road, Songjiang, Shanghai 201620, ChinaDepartment of Mathematics, College of Science, Donghua University, 2999 North Renmin Road, Songjiang, Shanghai 201620, ChinaFor 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.http://dx.doi.org/10.1155/2013/579013 |
| spellingShingle | Zhi Wang Litan Yan Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion Abstract and Applied Analysis |
| title | Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion |
| title_full | Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion |
| title_fullStr | Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion |
| title_full_unstemmed | Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion |
| title_short | Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion |
| title_sort | stochastic volterra equation driven by wiener process and fractional brownian motion |
| url | http://dx.doi.org/10.1155/2013/579013 |
| work_keys_str_mv | AT zhiwang stochasticvolterraequationdrivenbywienerprocessandfractionalbrownianmotion AT litanyan stochasticvolterraequationdrivenbywienerprocessandfractionalbrownianmotion |