Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients

Zhidong Wang

Statistics & Probability Letters, 2008, vol. 78, issue 9, 1062-1071

Abstract: We prove the existence and uniqueness as well as the continuity of the solution to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients. As application, we then study SDEs with fractional integrals.

Date: 2008
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