الفهرس 
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Abstract
Integral equations occure naturally in many fields of mechanics and
matical physics. They also arise as representation formulas for the solutions
of differential equations. Indeed, a differential equation can be replaced by
an integral equation that incorporates its boundary conditions. Integral
equations also form one of the most useful tools in many branches of pure
analysis, such as functional analysis and stochastic processes (see [1], [2], [3],
[4]).The theory of stochastic integral equations was initiated and developed
by Kiyosi Ito. Kunita and Watanabe proposed a generalization of what is
now called Ito integral, making use of P.A.Meyer’s decomposition theorem
for supermartingales , they proposed a stochastic integral with respect to
square integrable right continuous martingales. Meyer expanded their the-
ory, and in particular a theory of stochastic integration for local martingales
with continuous paths was developed, which includes Brownian motion as a
special case. Mckean sets forth the basic theory, and Gihman and Skorohod
consider somewhat different questions than Mckean does.
The theory of stochastic integral equations is developed where continuous
local martingales are admissible as differential . Statistical analysis of real
world market indicates a long range dependence of stock market prices. But
such a long range dependence is excluded in models based on Brownian mo-
tion with deterministic coefficients. A possible modification seems to replace
.