Volterra equations with fractional stochastic integrals

Mathematical Problems in Engineering, Jul 2018

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.

A PDF file should load here. If you do not see its contents the file may be temporarily unavailable at the journal website or you do not have a PDF plug-in installed and enabled in your browser.

Alternatively, you can download the file locally and open with any standalone PDF reader:

http://downloads.hindawi.com/journals/mpe/2004/148767.pdf

Volterra equations with fractional stochastic integrals

Volterra equations with fractional stochastic integrals Mahmoud M. El-Borai, Khairia El-Said El-Nadi, Osama L. Mostafa, and Hamdy M. Ahmed Faculty of Science, Alexandria University, Alexandria, Egypt Received 24 December 2003; Revised 6 May 2004 Copyright © 2004 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 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.


This is a preview of a remote PDF: http://downloads.hindawi.com/journals/mpe/2004/148767.pdf

Mahmoud M. El-Borai, Khairia El-Said El-Nadi, Osama L. Mostafa, Hamdy M. Ahmed. Volterra equations with fractional stochastic integrals, Mathematical Problems in Engineering, DOI: 10.1155/S1024123X04312020