Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients

被引：0

作者：

Proemel, David J. ^{[1
]}

Scheffels, David ^{[1
]}

机构：

[1] Univ Mannheim, Mannheim, Germany

来源：

STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS | 2025年 / 13卷 / 01期

关键词：

Stochastic Volterra equation; Stochastic partial differential equation; Singular kernel; Strong solution; Pathwise uniqueness; Yamada-Watanabe theorem; WEAK; EXISTENCE;

D O I：

10.1007/s40072-024-00335-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H & ouml;lder continuous diffusion coefficients. Consequently, the existence of unique strong solutions is obtained for this class of stochastic Volterra equations.

引用

页码：308 / 366

页数：59

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