Uniqueness for Volterra-type stochastic integral equations
Probability
2015-02-20 v1
Abstract
We study uniqueness for a class of Volterra-type stochastic integral equations. We focus on the case of non-Lipschitz noise coefficients. The connection of these equations to certain degenerate stochastic partial differential equations plays a key role.
Keywords
Cite
@article{arxiv.1502.05513,
title = {Uniqueness for Volterra-type stochastic integral equations},
author = {Leonid Mytnik and Thomas S. Salisbury},
journal= {arXiv preprint arXiv:1502.05513},
year = {2015}
}