Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter wiener process

被引：0

作者：

Kolodii, N. A. ^{[1
]}

机构：

[1] Volgograd State Univ, Volgograd, Russia

来源：

SIBERIAN MATHEMATICAL JOURNAL | 2013年 / 54卷 / 05期

关键词：

two-parameter Wiener process; stochastic Volterra equation; stopping line;

D O I：

10.1134/S003744661305008X

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove existence and uniqueness theorems for a solution to a stochastic Volterra equation on the plane. The proofs employ an inequality for a stochastic integral with respect to a two-parameter Wiener process, where the integrand depends on the limits of integration.

引用

页码：829 / 840

页数：12

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