Abstract

In this paper, the existence and the uniqueness of mild solutions of random integrodifferential equations are studied. To obtain random solutions, we develop a new tool in the resolvent operator theory and apply several fixed-point theorems. In addition, we establish the properties of mean-square stability and attractiveness. In the end, examples are worked out and we apply the theoretical outcomes to a type of the Heath-Jarrow-Morton-Musiela (HJMM) equation.

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