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 fr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Szeged
2012-08-01
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| Series: | Electronic Journal of Qualitative Theory of Differential Equations |
| Subjects: | |
| Online Access: | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=1484 |
| _version_ | 1797830624480854016 |
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| author | Xiaotai Wu Litan Yan |
| author_facet | Xiaotai Wu Litan Yan |
| author_sort | Xiaotai Wu |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-09T13:40:09Z |
| format | Article |
| id | doaj.art-174fa4a6307b4cfd9a64a6fd771b0c6c |
| institution | Directory Open Access Journal |
| issn | 1417-3875 |
| language | English |
| last_indexed | 2024-04-09T13:40:09Z |
| publishDate | 2012-08-01 |
| publisher | University of Szeged |
| record_format | Article |
| series | Electronic Journal of Qualitative Theory of Differential Equations |
| spelling | doaj.art-174fa4a6307b4cfd9a64a6fd771b0c6c2023-05-09T07:53:02ZengUniversity of SzegedElectronic Journal of Qualitative Theory of Differential Equations1417-38752012-08-0120127411810.14232/ejqtde.2012.1.741484On solutions of neutral stochastic delay Volterra equations with singular kernelsXiaotai Wu0Litan Yan1Anhui Polytechnic University, Wuhu, Anhui, P.R. ChinaDonghua University, Shanghai, P. R. ChinaIn 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.http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=1484neutral stochastic delay volterra equationssingular kernelfractional brownian motion |
| spellingShingle | Xiaotai Wu Litan Yan On solutions of neutral stochastic delay Volterra equations with singular kernels Electronic Journal of Qualitative Theory of Differential Equations neutral stochastic delay volterra equations singular kernel fractional brownian motion |
| title | On solutions of neutral stochastic delay Volterra equations with singular kernels |
| title_full | On solutions of neutral stochastic delay Volterra equations with singular kernels |
| title_fullStr | On solutions of neutral stochastic delay Volterra equations with singular kernels |
| title_full_unstemmed | On solutions of neutral stochastic delay Volterra equations with singular kernels |
| title_short | On solutions of neutral stochastic delay Volterra equations with singular kernels |
| title_sort | on solutions of neutral stochastic delay volterra equations with singular kernels |
| topic | neutral stochastic delay volterra equations singular kernel fractional brownian motion |
| url | http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1¶mtipus_ertek=publication¶m_ertek=1484 |
| work_keys_str_mv | AT xiaotaiwu onsolutionsofneutralstochasticdelayvolterraequationswithsingularkernels AT litanyan onsolutionsofneutralstochasticdelayvolterraequationswithsingularkernels |