Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients

DOI10.1016/j.spl.2007.10.007zbMath1140.60331OpenAlexW2018728740MaRDI QIDQ930078

Zhidong Wang

Publication date: 19 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.10.007

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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Cites Work

• Volterra equations driven by semimartingales
• Stochastic Volterra equations with singular kernels
• On the uniqueness of solutions of stochastic differential equations
• Existence and uniqueness of solutions for a class of semilinear parabolic PDEs with non-Lipschitz coefficients
• Stochastic Volterra equations with anticipating coefficients
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Regularity properties of some stochastic Volterra integrals with singular kernel
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