On semilinear stochastic fractional differential equations of Volterra type

Verfasser / Beitragende:
[V. V. Anh, N. N. Leonenko, R. McVinish]
Ort, Verlag, Jahr:
2003
Enthalten in:
Random Operators and Stochastic Equations, 11/2(2003-06-01), 137-150
Format:
Artikel (online)
ID: 378866508
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245 0 0 |a On semilinear stochastic fractional differential equations of Volterra type  |h [Elektronische Daten]  |c [V. V. Anh, N. N. Leonenko, R. McVinish] 
520 3 |a This paper introduces a class of semilinear stochastic fractional differential equations of Volterra type. The existence and uniqueness of their solutions is proved and some basic properties of the solutions are studied. A simulation scheme is proposed which converges uniformly in mean square for a special, but important, case. 
540 |a Copyright 2003, Walter de Gruyter 
700 1 |a Anh  |D V. V.  |u 1. School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, Q 4001, Australia. email:v.anh@qut.edu.au  |4 aut 
700 1 |a Leonenko  |D N. N.  |u 2. School of Mathematics, Cardiff University, Senghennydd Road, Cardiff CF24 4YH, UK. email:LeonenkoN@Cardiff .ac.uk  |4 aut 
700 1 |a McVinish  |D R.  |u 3. School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, Q 4001, Australia. email: r.mcvinish@qut.edu.au  |4 aut 
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950 |B NATIONALLICENCE  |P 700  |E 1-  |a Anh  |D V. V.  |u 1. School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, Q 4001, Australia. email:v.anh@qut.edu.au  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Leonenko  |D N. N.  |u 2. School of Mathematics, Cardiff University, Senghennydd Road, Cardiff CF24 4YH, UK. email:LeonenkoN@Cardiff .ac.uk  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a McVinish  |D R.  |u 3. School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane, Q 4001, Australia. email: r.mcvinish@qut.edu.au  |4 aut 
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