LINEAR MULTIFRACTIONAL STOCHASTIC VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS

Abstract

Abstract In this paper we prove the variation of parameters formula for linear Volterra integro- differential equations driven by multifractional Brownian motion. To do this, an approximate result for the Stratonovich stochastic integral with respect to the multifractional Brownian motion is given. Based on our obtained results we study almost surely exponentially convergence of the solution. Also, the existence and uniqueness of the solution of a multifractional Volterra integro-differential equation with time delay are proved.