STOCHASTIC VOLTERRA-EQUATIONS WITH SINGULAR KERNELS

被引：27

作者：

COCHRAN, WG

LEE, JS

POTTHOFF, J

机构：

[1] SO UNIV,DEPT MATH,BATON ROUGE,LA 70813

[2] UNIV MANNHEIM,LEHRSTUHL MATH 5,W-6800 MANNHEIM,GERMANY

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1995年 / 56卷 / 02期

关键词：

STOCHASTIC ANALYSIS; WHITE NOISE ANALYSIS; VOLTERRA EQUATIONS;

D O I：

10.1016/0304-4149(94)00072-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Existence, uniqueness and continuity properties of solutions of stochastic Volterra equations with singular integral kernels (driven by Brownian motion) are proven.

引用

页码：337 / 349

页数：13

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