Volterra equations with fractional stochastic integrals

被引：15

作者：

El-Borai, MM ^{[1
]}

El-Nadi, KE ^{[1
]}

Mostafa, OL ^{[1
]}

Ahmed, HM ^{[1
]}

机构：

[1] Univ Alexandria, Fac Sci, Alexandria, Egypt

来源：

MATHEMATICAL PROBLEMS IN ENGINEERING | 2004年 / 05期

关键词：

D O I：

10.1155/S1024123X04312020

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Some fractional stochastic systems of integral equations are studied. The fractional stochastic Skorohod integrals are also studied. The existence and uniquness of the considered stochastic fractional systems are established. An application of the fractional Black-Scholes is considered.

引用

页码：453 / 468

页数：16

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