Stochastic Volterra equations with singular kernels

W. George Cochran, Jung-Soon Lee and Jürgen Potthoff

Stochastic Processes and their Applications, 1995, vol. 56, issue 2, 337-349

Abstract: Existence, uniqueness and continuity properties of solutions of stochastic Volterra equations with singular integral kernels (driven by Brownian motion) are proven.

Keywords: 60H20; 60G20; Stochastic; analysis; White; noise; analysis; Volterra; equations (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (12)

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