Stochastic Volterra equations with singular kernels (Q2752090)

Motivated by stochastic calculus for fractional Brownian motion, the authors study Volterra stochastic differential equations with non-necessarily bounded deterministic kernels. Although such kernels are highly singular, the integral map canonically associated to it behaves like a regularizing operator. Under Hilbert-Schmidt and smoothness hypothesis, the authors prove a maximal inequality for the stochastic integral involved in the Volterra equation, an existence and uniqueness result, study Gross-Sobolev regularity (differentiability) and an integral representation of the solution. For the entire collection see [Zbl 0964.00014].