Fractional differential equations driven by Lévy noise.

Anh, V. V., and McVinish, R.. "Fractional differential equations driven by Lévy noise.." Journal of Applied Mathematics and Stochastic Analysis 16.2 (2003): 97-119. <http://eudml.org/doc/50866>.

@article{Anh2003,
author = {Anh, V. V., McVinish, R.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {stochastic fractional differential and integral equation; semi-martingale representation},
language = {eng},
number = {2},
pages = {97-119},
publisher = {Hindawi Publishing Corporation, New York},
title = {Fractional differential equations driven by Lévy noise.},
url = {http://eudml.org/doc/50866},
volume = {16},
year = {2003},
}

TY - JOUR
AU - Anh, V. V.
AU - McVinish, R.
TI - Fractional differential equations driven by Lévy noise.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2003
PB - Hindawi Publishing Corporation, New York
VL - 16
IS - 2
SP - 97
EP - 119
LA - eng
KW - stochastic fractional differential and integral equation; semi-martingale representation
UR - http://eudml.org/doc/50866
ER -