Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6420520 | Applied Mathematics and Computation | 2015 | 17 Pages |
Abstract
In this paper, we consider a class of fractional stochastic Volterra equation of convolution type driven by infinite dimensional fractional Brownian motion with Hurst index hâ(0,1). Base on the explicit formula for the scalar resolvent function and the properties of the Mittag-Leffler's function, the existence and regularity results of the stochastic convolution process are established. Separate proofs are required for the cases of Hurst parameter above and below 12 and it will turn out that the regularity of the solution increases with Hurst parameter h.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yinghan Zhang, Xiaoyuan Yang,