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.

Bibliographic Details
Main Authors: Zhi Wang, Litan Yan
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/579013