Mathematical Problems in Engineering
Volume 2004 (2004), Issue 5, Pages 453-468
Volterra equations with fractional stochastic integrals
Faculty of Science, Alexandria University, Alexandria, Egypt
Received 24 December 2003; Revised 6 May 2004
Copyright © 2004 Mahmoud M. El-Borai et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Some fractional stochastic systems of integral equations are
studied. The fractional stochastic Skorohod integrals are also
studied. The existence and uniquness of the considered stochastic
fractional systems are established. An application of the
fractional Black-Scholes is considered.