Regularity property of solutions to two-parameter stochastic Volterra equations with non-Lipschitz coefficients

DOI10.1016/S0252-9602(13)60047-8MaRDI QIDQ2437162zbMATH OpenOpenAlexFDO

Authors Guo Jiang, Xiangjun Wang

Publication date 28 February 2014

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(13)60047-8

zbMATH Keywords

Bihari's inequalitynon-Lipschitz coefficientsBrownian sheetstochastic Volterra equationPicard's approximation

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20)

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• scientific article; zbMATH DE number 2094568 (Why is no real title available?)
• Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
• Regularity of solutions to stochastic Volterra equations of convolution type

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