2013/07/16 by Xuebin Lu, Lu, Xuebin, Wanyang Dai +1 · 1 citation
Mathematics · Physics and Astronomy · #60E07 #60G20 #60G51 #60G52 #60H40 #Dynamical Systems (math.DS) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Statistics Theory (math.ST) #math-ph #math.DS #math.MP #math.PR #math.ST #msc:60E07 #msc:60G20 #msc:60G51 #msc:60G52 #msc:60H40 #stat.TH
paper · pdf · doi:10.48550/arxiv.1307.4173
16 pages, Accepted by ACTA MATHEMATICA SCIENTIA (A): Chinese Series (Chinese Journal of Mathematical Physics), 2013
arxiv created 2013/07/16 · arxiv updated 2013/07/17
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the square integrable pure-jump Levy process as the fractional Levy noises by considering fractional Levy process as the generalized functional of Levy process, and then we define the Skorohod integral with respect to the fractional Levy process. Moreover, we propose a class of stochastic Volterra equations driven by fractional Levy noises and investigate the existence and uniqueness of their solutions; In addition, we propose a class of stochastic differential equations driven by fractional Levy noises and prove that under the Lipschtz and linear conditions there exists unique stochastic distribution-valued solution.