Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients
Probability
2025-03-03 v2 Mathematical Finance
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.
Keywords
Cite
@article{arxiv.2212.08029,
title = {Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients},
author = {David J. Prömel and David Scheffels},
journal= {arXiv preprint arXiv:2212.08029},
year = {2025}
}