论文标题
关于随机Volterra方程的弱解决方案的存在
On the existence of weak solutions to stochastic Volterra equations
论文作者
论文摘要
建立了弱溶液的存在,用于随机燃烧方程,具有时间均匀系数,允许在扩散项中在漂移和卷积或有界内核中进行一般内核。提出的方法是基于与随机伏尔捷方程相关的新配制的本地群落问题。
The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented approach is based on a newly formulated local martingale problem associated to stochastic Volterra equations.