Volterra equations with fractional stochastic integrals

Mahmoud M. El-Borai, Khairia El-Said El-Nadi, Osama L. Mostafa and Hamdy M. Ahmed

Mathematical Problems in Engineering, 2004, vol. 2004, 1-16

Abstract:

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.

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:148767

DOI: 10.1155/S1024123X04312020

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