Stochastic Volterra equations with singular kernels
نویسندگان
چکیده
منابع مشابه
On solutions of neutral stochastic delay Volterra equations with singular kernels∗
In this paper, existence, uniqueness and continuity of the adapted solutions for neutral stochastic delay Volterra equations with singular kernels are discussed. In addition, continuous dependence on the initial date is also investigated. Finally, stochastic Volterra equation with the kernel of fractional Brownian motion is studied to illustrate the effectiveness of our results.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1995
ISSN: 0304-4149
DOI: 10.1016/0304-4149(94)00072-2