{
  "id": "1003.1584",
  "version": "v1",
  "published": "2010-03-08T10:03:51.000Z",
  "updated": "2010-03-08T10:03:51.000Z",
  "title": "Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter H > 1/2",
  "authors": [
    "Mireia Besalú",
    "Carles Rovira"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this note we prove an existence and uniqueness result of solution for stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2, showing also that the solution has finite moments. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann-Stieltjes integral.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-03-08T10:03:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05",
      "60H07"
    ],
    "keywords": [
      "fractional brownian motion",
      "stochastic volterra equations driven",
      "hurst parameter",
      "stochastic volterra integral equations driven"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1003.1584B"
    }
  }
}