Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients


Prömel, David J. ; Scheffels, David


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DOI: https://doi.org/10.1007/s40072-024-00335-y
URL: https://link.springer.com/article/10.1007/s40072-0...
URN: urn:nbn:de:bsz:180-madoc-678501
Document Type: Article
Year of publication Online: 2024
Date: 14 August 2024
The title of a journal, publication series: Stochastics and Partial Differential Equations: Analysis and Computations
Volume: tba
Issue number: tba
Page range: 1-59
Place of publication: New York, NY
Publishing house: Springer
ISSN: 2194-0401 , 2194-041X
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Pre-existing license: Creative Commons Attribution 4.0 International (CC BY 4.0)
Subject: 510 Mathematics
Keywords (English): stochastic volterra equation , stochastic partial differential equation , singular kernel , strong solution , pathwise uniqueness , yamada–watanabe theorem




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BASE: Prömel, David J. ; Scheffels, David

Google Scholar: Prömel, David J. ; Scheffels, David

ORCID: Prömel, David J. ORCID: 0000-0001-7028-7500 ; Scheffels, David

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