Mathematical Problems in Engineering 
Volume 2004 (2004), Issue 5, Pages 453-468
doi:10.1155/S1024123X04312020

Volterra equations with fractional stochastic integrals

Mahmoud M. El-Borai, Khairia El-Said El-Nadi, Osama L. Mostafa, and Hamdy M. Ahmed

 Faculty of Science, Alexandria University, Alexandria, Egypt
Received 24 December 2003; Revised 6 May 2004

Abstract

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.