scientific article; zbMATH DE number 1665391

zbMATH Open0986.60059MaRDI QIDQ2752090FDOQ2752090

Authors: L. Coutin, Laurent Decreusefond 

Publication date: 20 February 2002

Title of this publication is not available (Why is that?)

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zbMATH Keywords

kernelGross-Sobolev regularityVolterra stochastic equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Cited In (41)

• Discrete-time simulation of stochastic Volterra equations
• On semilinear stochastic fractional differential equations of Volterra type
• Asymptotic separation for stochastic Volterra integral equations with doubly singular kernels
• Approximation of Stochastic Volterra Equations with kernels of completely monotone type
• Title not available (Why is that?)
• On solutions of neutral stochastic delay Volterra equations with singular kernels
• One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
• Paracontrolled distribution approach to stochastic Volterra equations
• The several results of singular linear stochastic differential equations
• Affine Volterra processes
• Regularity properties of some stochastic Volterra integrals with singular kernel
• Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
• Inhomogeneous affine Volterra processes
• Stochastic integration with respect to Volterra processes
• A support theorem for stochastic differential equations driven by a fractional Brownian motion
• Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies
• 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
• Stochastic Volterra equations driven by fractional Brownian motion
• Wong-Zakai type approximations for stochastic differential equations driven by a fractional Brownian motion
• Error distribution of the Euler approximation scheme for stochastic Volterra equations
• Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels
• Support characterization for regular path-dependent stochastic Volterra integral equations
• Semilinear fractional stochastic differential equations driven by a \(\gamma\)-Hölder continuous signal with \(\gamma > 2/3\)
• Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
• Stochastic Volterra equations with Hölder diffusion coefficients
• The total variation distance between the solutions to stochastic Volterra equations and SDEs with its applications
• Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises
• Existence and Besov regularity of the density for a class of SDEs with Volterra noise
• Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
• Convex ordering for stochastic Volterra equations and their Euler schemes
• Itô differential representation of singular stochastic Volterra integral equations
• A BMO estimate for stochastic singular integral operators and its application to SPDEs
• Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
• A weak solution theory for stochastic Volterra equations of convolution type
• Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential 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
• Large and moderate deviations for stochastic Volterra systems

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