On semilinear stochastic fractional differential equations of Volterra type
Gespeichert in:
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)
Online Zugang:
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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 | |
| 773 | 0 | |t Random Operators and Stochastic Equations |d Walter de Gruyter |g 11/2(2003-06-01), 137-150 |x 0926-6364 |q 11:2<137 |1 2003 |2 11 |o rose | |
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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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