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Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter H > 1/2

Published 8 Mar 2010 in math.PR | (1003.1584v1)

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.

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