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Volterra equations with fractional stochastic integrals. (English) Zbl 1081.45007
Volterra equations with fractional stochastic integrals are considered, where the integrands of the Lebesgue integral and the Ito integral are multiplied by a kernel with a fractional parameter \({\beta}\), respectively. Since the integrands are no more adaptive, the Skorohod integral is used as a tool. Lipschitz-like and local Lipschitz-like conditions are posed on the coefficients to obtain the existence and uniqueness of an adapted solution.

MSC:
45R05 Random integral equations
60H20 Stochastic integral equations
26A33 Fractional derivatives and integrals
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