Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion

被引：4
作者：
Wang, Zhi [1 ,2 ]
Yan, Litan [1 ]
机构：
[1] Donghua Univ, Dept Math, Coll Sci, Shanghai 201620, Peoples R China
[2] Ningbo Univ Technol, Sch Sci, Ningbo 315211, Zhejiang, Peoples R China
来源：
ABSTRACT AND APPLIED ANALYSIS | 2013年
关键词：
DIFFERENTIAL-EQUATIONS; UNIQUENESS; EXISTENCE;
D O I：
10.1155/2013/579013
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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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页数：8
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