Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866909515432067072 |
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| author | Prömel, David J. Scheffels, David |
| author_facet | Prömel, David J. Scheffels, David |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2212_08029 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients Prömel, David J. Scheffels, David Probability Mathematical Finance 60H20, 60H15, 45D05 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. |
| title | Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients |
| topic | Probability Mathematical Finance 60H20, 60H15, 45D05 |
| url | https://arxiv.org/abs/2212.08029 |