Article ID Journal Published Year Pages File Type
1153360 Statistics & Probability Letters 2008 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
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