Stochastic Volterra equations with H\"older diffusion coefficients
Probability
2023-06-02 v2
Abstract
The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the sample path regularity, the integrability and the semimartingale property of solutions to one-dimensional stochastic Volterra equations.
Cite
@article{arxiv.2204.02648,
title = {Stochastic Volterra equations with H\"older diffusion coefficients},
author = {David J. Prömel and David Scheffels},
journal= {arXiv preprint arXiv:2204.02648},
year = {2023}
}
Comments
25 pages