1
vote
1answer
54 views

Hammerstein stochastic integral equation

I'm in trouble with the following integral equation: $$\phi(t)=\rho\int_0^1 t^2 s \phi(s)^2 ds+\nu(t)$$ where $\nu(t)$ is a white gaussian noise with variance $\sigma$ and mean value $\mu$. Is it ...