Stochastic Volterra equations with singular kernels

DOI10.1016/0304-4149(94)00072-2zbMATH Open0836.60049OpenAlexW2048662867MaRDI QIDQ1890708FDOQ1890708

Authors: W. George Cochran, Jung-Soon Kim Lee, Jürgen Potthoff 

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00072-2

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zbMATH Keywords

unique solutionstochastic analysiswhite noise analysisVolterra equationsstrong topology

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integral equations (60H20)

Cites Work

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• A characterization of Hida distributions
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Cited In (28)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximation of Stochastic Volterra Equations with kernels of completely monotone type
• Title not available (Why is that?)
• One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
• Quantum integral equations of Volterra type in terms of discrete-time normal martingale
• On a dual pair of spaces of smooth and generalized random variables
• A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations
• Paracontrolled distribution approach to stochastic Volterra equations
• QUANTUM INTEGRAL EQUATIONS OF VOLTERRA TYPE WITH GENERALIZED OPERATOR-VALUED KERNELS
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels
• Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
• Lévy-driven Volterra equations in space and time
• Further results on some singular linear stochastic differential equations
• Error distribution of the Euler approximation scheme for stochastic Volterra equations
• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
• ROUGH VOLTERRA EQUATIONS 1: THE ALGEBRAIC INTEGRATION SETTING
• Stochastic Volterra equations with Hölder diffusion coefficients
• Abstract Volterra equations with stochastic kernels
• Itô differential representation of singular stochastic Volterra integral equations
• Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
• Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method
• Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
• Rough Volterra equations. II: Convolutional generalized integrals
• Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method
• A sharp error estimate of Euler‐Maruyama method for stochastic Volterra integral equations
• Title not available (Why is that?)
• Volterra equations driven by rough signals

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