Stochastic Volterra Equation Driven by Wiener Process and Fractional Brownian Motion

Zhi Wang and Litan Yan

Abstract and Applied Analysis, 2013, vol. 2013, issue 1

Abstract: 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.

Date: 2013
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https://doi.org/10.1155/2013/579013

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:579013

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