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

被引：0
作者：
N. A. Kolodii
机构：
[1] Volgograd State University,
来源：
Siberian Mathematical Journal | 2013年 / 54卷
关键词：
two-parameter Wiener process; stochastic Volterra equation; stopping line;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：829 / 840
页数：11
相关论文
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