Open AccessStochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion
Author(s) -
Wang Zhi,
Litan Yan
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/579013
Subject(s) - fractional brownian motion , uniqueness , brownian motion , mathematics , hurst exponent , wiener process , mathematical analysis , statistics
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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