论文标题

具有Hölder系数的奇异随机Volterra方程的途径唯一性

Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients

论文作者

Prömel, David J., Scheffels, David

论文摘要

为一类带有奇异内核和Hölder连续扩散系数驱动的一维随机Volterra方程的一类唯一性是为了建立的。因此,对于这类随机伏尔泰方程,获得了独特的强溶液的存在。

Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and Hölder continuous diffusion coefficients. Consequently, the existence of unique strong solutions is obtained for this class of stochastic Volterra equations.

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