The density of solutions to multifractional stochastic Volterra integro-differential equations. (January 2016)

• Record Type: Journal Article
• Authors: Nguyen, Tien Dung
• Is Part Of: Nonlinear analysis. Volume 130(2015)
• Page Start: 176
• Page End: 189
• Publication Date: 2016-01
• Subjects: 60G22 -- 60H20 -- 60H07; Multifractional stochastic Volterra equations -- Malliavin calculus -- Density estimates; Mathematical analysis -- Periodicals; Functional analysis -- Periodicals; Nonlinear theories -- Periodicals; Analyse mathématique -- Périodiques; Analyse fonctionnelle -- Périodiques; Théories non linéaires -- Périodiques; Functional analysis; Mathematical analysis; Nonlinear theories; Periodicals; Electronic journals; 515.7248
• DOI: 10.1016/j.na.2015.10.003
• Languages: English
• ISSNs: 0362-546X

Abstract

Abstract: The aim of this paper is to study the density of solutions to stochastic Volterra integro-differential equations with multifractional noises. We prove the existence of the density of solutions and show that the density is bounded by lower and upper Gaussian bounds.