On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866917475571990528 |
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| author | Coffie, Emmanuel Menoukeu-Pamen, Olivier Proske, Frank |
| author_facet | Coffie, Emmanuel Menoukeu-Pamen, Olivier Proske, Frank |
| contents | In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong solution with respect to its initial value. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_01373 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise Coffie, Emmanuel Menoukeu-Pamen, Olivier Proske, Frank Probability 60H10, 49N60, 91G80 In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong solution with respect to its initial value. |
| title | On the Analysis of a Singular Stochastic Volterra Differential Equation driven by a Wiener Noise |
| topic | Probability 60H10, 49N60, 91G80 |
| url | https://arxiv.org/abs/2501.01373 |