scientific article; zbMATH DE number 432962

zbMATH Open0783.60060MaRDI QIDQ3139101FDOQ3139101

Authors: B. Øksendal, Tu-Sheng Zhang 

Publication date: 9 December 1993

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

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zbMATH Keywords

stochastic Volterra equationWick productsHida distribution

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

Cited In (33)

• A stochastic oscillator with time-dependent damping
• Comparison of stochastic Volterra equations
• \(L^p\)-estimates of solutions to stochastic Volterra integral equations in the narrow sense
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• Malliavin calculus and optimal control of stochastic Volterra equations
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• One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
• Integration theory for infinite dimensional volatility modulated Volterra processes
• Mittag-Leffler's Function and Stochastic Linear Volterra Equations of Convolution Type
• Optimal control with partial information for stochastic Volterra equations
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• Convolution type stochastic Volterra equations
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• Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies
• Volterra equations driven by semimartingales
• Feedback optimal control for stochastic Volterra equations with completely monotone kernels
• Stochastic Volterra equations under perturbations
• Anticipating stochastic Volterra equations
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• Stochastic Volterra equations with Hölder diffusion coefficients
• A white noise analysis of Volterra processes
• Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions
• ONSAGER–MACHLUP FUNCTIONAL FOR VOLTERRA EQUATIONS PERTURBED BY NOISE
• Volterra equations driven by rough signals 2: Higher-order expansions
• Title not available (Why is that?)
• Ramification of Volterra-type rough paths
• Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
• Rough Volterra equations. II: Convolutional generalized integrals
• Successive approximations for solutions of stochastic integral equations of Volterra type
• Volterra equations driven by rough signals
• Title not available (Why is that?)

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