Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients

David J. Pr\"omel and David Scheffels

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Abstract: Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong solutions is obtained for this class of stochastic Volterra equations.

Date: 2022-12, Revised 2024-07
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Published in Stoch PDE: Anal Comp 13, 308--366 (2025)

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